-90.4%
MARA vs AZO
+636.8%
-727.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -1.5% | -2.9% | +1.5% | -0.5% |
| 30D | +18.1% | -5.3% | +23.4% | +19.8% |
| 3M | -9.4% | -7.3% | -2.1% | -8.5% |
| 6M | +33.4% | -22.7% | +56.0% | +43.7% |
| YTD | +27.3% | -15.0% | +42.3% | +33.0% |
| 1Y | -27.9% | -32.2% | +4.3% | -18.8% |
| 3Y | +4.8% | +10.0% | -5.2% | -3.7% |
| 5Y | -68.0% | +85.8% | -153.9% | -75.4% |
| 10Y | -74.7% | +298.9% | -373.5% | -83.0% |
| All | -90.4% | +636.8% | -727.3% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling