+90.5%
MARA vs BAM
+71.9%
+18.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.4% | +8.0% | +8.5% |
| 7D | +15.6% | -1.6% | +17.2% | +17.5% |
| 30D | +17.2% | -6.0% | +23.2% | +24.3% |
| 3M | -14.2% | +7.3% | -21.5% | -22.9% |
| 6M | +47.7% | +8.2% | +39.5% | +30.9% |
| YTD | +31.7% | -3.8% | +35.6% | +32.8% |
| 1Y | -22.2% | -10.7% | -11.4% | -13.2% |
| 3Y | +8.4% | +55.3% | -46.9% | -39.5% |
| All | +90.5% | +71.9% | +18.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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