+1,076.4%
CAT vs MARA
-78.7%
+1,155.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.8% |
| 7D | +1.7% | +6.0% | -4.3% | +1.5% |
| 30D | -6.6% | +0.6% | -7.2% | -6.7% |
| 3M | -13.3% | -18.5% | +5.2% | -13.0% |
| 6M | +11.6% | +21.7% | -10.1% | +10.8% |
| YTD | +42.9% | +25.9% | +17.0% | +41.5% |
| 1Y | +95.4% | -25.1% | +120.6% | +95.6% |
| 3Y | +196.6% | -5.7% | +202.3% | +191.1% |
| 5Y | +321.7% | -73.9% | +395.6% | +312.7% |
| 10Y | +1,140.8% | -75.6% | +1,216.4% | +1,029.7% |
| All | +1,076.4% | -78.7% | +1,155.0% | +941.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling