-34.8%
CAT vs MARA
-40.9%
+6.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.4% | +1.9% |
| 7D | +1.7% | +11.5% | -9.8% | -1.1% |
| 30D | -24.6% | -18.9% | -5.7% | -21.9% |
| 3M | -28.5% | -20.9% | -7.6% | -26.5% |
| 6M | -34.8% | -42.8% | +8.0% | -28.7% |
| All | -34.8% | -40.9% | +6.1% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling