+139.7%
CIFR vs MARA
-28.1%
+167.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +4.3% |
| 7D | +16.9% | +6.0% | +10.9% | +11.5% |
| 30D | -5.2% | +0.6% | -5.8% | -6.2% |
| 3M | -30.6% | -18.5% | -12.1% | -15.4% |
| 6M | +10.6% | +21.7% | -11.1% | -4.3% |
| YTD | +20.2% | +25.9% | -5.8% | +0.2% |
| 1Y | +139.7% | -25.1% | +164.9% | +238.1% |
| All | +139.7% | -28.1% | +167.8% | +238.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling