-74.1%
MARA vs AZO
+296.8%
-370.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +5.9% | -3.6% | +9.5% | +7.0% |
| 30D | +24.3% | -5.6% | +29.8% | +25.9% |
| 3M | -12.0% | -6.6% | -5.3% | -11.4% |
| 6M | +40.1% | -22.5% | +62.6% | +49.6% |
| YTD | +33.4% | -15.2% | +48.6% | +38.9% |
| 1Y | -23.7% | -33.9% | +10.2% | -14.5% |
| 3Y | +19.0% | +11.8% | +7.2% | +9.9% |
| 5Y | -66.5% | +85.5% | -152.0% | -72.8% |
| All | -74.1% | +296.8% | -370.9% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AZO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling