-8.5%
MARA vs BAM
+66.6%
-75.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -3.2% |
| 7D | +6.0% | -2.0% | +8.0% | +8.6% |
| 30D | +0.6% | -2.9% | +3.5% | +3.1% |
| 3M | -18.5% | +9.4% | -27.9% | -28.0% |
| 6M | +21.7% | +10.8% | +11.0% | +5.5% |
| YTD | +25.9% | -0.4% | +26.4% | +22.5% |
| 1Y | -25.1% | -10.9% | -14.3% | -15.6% |
| All | -8.5% | +66.6% | -75.0% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling