+95.4%
CAT vs MARA
-28.1%
+123.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.2% |
| 7D | +1.7% | +6.0% | -4.3% | +0.4% |
| 30D | -6.6% | +0.6% | -7.2% | -7.3% |
| 3M | -13.3% | -18.5% | +5.2% | -11.0% |
| 6M | +11.6% | +21.7% | -10.1% | +5.1% |
| YTD | +42.9% | +25.9% | +17.0% | +31.2% |
| 1Y | +95.4% | -25.1% | +120.6% | +97.6% |
| All | +95.4% | -28.1% | +123.5% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 1y: compounded portfolio wealth divided by compounded MARA 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…
1y analysis · Full analysis span regression · 6 months rolling