+11.6%
CAT vs MARA
+24.1%
-12.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.3% |
| 7D | +1.7% | +6.0% | -4.3% | +0.3% |
| 30D | -6.6% | +0.6% | -7.2% | -7.2% |
| 3M | -13.3% | -18.5% | +5.2% | -10.1% |
| 6M | +11.6% | +21.7% | -10.1% | +4.0% |
| All | +11.6% | +24.1% | -12.5% | +4.0% |
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 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