+1,157.1%
CAT vs MARA
-74.3%
+1,231.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +2.9% | +13.8% | -10.9% | +2.4% |
| 30D | -2.6% | +24.7% | -27.3% | -3.6% |
| 3M | -10.7% | -10.4% | -0.2% | -10.5% |
| 6M | +16.1% | +37.6% | -21.5% | +14.3% |
| YTD | +43.2% | +32.7% | +10.5% | +40.7% |
| 1Y | +96.8% | -25.2% | +122.0% | +97.0% |
| 3Y | +201.4% | +9.3% | +192.1% | +191.7% |
| 5Y | +332.7% | -69.3% | +402.0% | +316.9% |
| 10Y | +1,157.1% | -73.6% | +1,230.7% | +1,117.2% |
| All | +1,157.1% | -74.3% | +1,231.4% | +1,117.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling