+153.7%
CAT vs MARA
-22.0%
+175.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.5% | -12.9% | -3.9% |
| 7D | -6.3% | +2.5% | -8.8% | -6.8% |
| 30D | -26.8% | -23.9% | -2.9% | -24.3% |
| 3M | -30.0% | -23.2% | -6.8% | -28.2% |
| 6M | -34.6% | -43.3% | +8.7% | -30.6% |
| YTD | +2.9% | -18.3% | +21.2% | +3.0% |
| 1Y | +3.3% | -52.9% | +56.2% | +9.6% |
| 3Y | +153.7% | -23.6% | +177.3% | +151.9% |
| All | +153.7% | -22.0% | +175.7% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling