+333.5%
CAT vs MARA
-69.8%
+403.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.5% | +0.6% |
| 7D | +5.6% | +15.6% | -10.1% | +3.9% |
| 30D | -2.3% | +17.2% | -19.6% | -4.3% |
| 3M | -10.0% | -14.2% | +4.1% | -9.3% |
| 6M | +21.2% | +47.7% | -26.4% | +15.4% |
| YTD | +44.4% | +31.7% | +12.7% | +38.1% |
| 1Y | +96.3% | -22.2% | +118.5% | +95.6% |
| 3Y | +203.9% | +8.4% | +195.5% | +176.4% |
| 5Y | +333.5% | -68.3% | +401.8% | +284.9% |
| All | +333.5% | -69.8% | +403.3% | +284.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling