+3.3%
CAT vs MARA
-55.7%
+59.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.5% | -12.9% | -4.7% |
| 7D | -6.3% | +2.5% | -8.8% | -7.1% |
| 30D | -26.8% | -23.9% | -2.9% | -22.9% |
| 3M | -30.0% | -23.2% | -6.8% | -27.4% |
| 6M | -34.6% | -43.3% | +8.7% | -28.3% |
| YTD | +2.9% | -18.3% | +21.2% | +1.4% |
| 1Y | +3.3% | -52.9% | +56.2% | +10.0% |
| All | +3.3% | -55.7% | +59.0% | +10.0% |
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