-28.1%
MARA vs BAM
+93.4%
-121.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.2% | +2.0% |
| 7D | +3.3% | +5.3% | -2.0% | -2.5% |
| 30D | -31.2% | +18.1% | -49.3% | -43.6% |
| 3M | -34.2% | +4.2% | -38.4% | -38.5% |
| 6M | -48.7% | +11.1% | -59.8% | -56.1% |
| YTD | -26.1% | +6.6% | -32.7% | -34.2% |
| 1Y | -58.2% | +6.2% | -64.4% | -62.5% |
| 3Y | -28.1% | +95.0% | -123.1% | -69.8% |
| All | -28.1% | +93.4% | -121.5% | -69.8% |
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