+55.5%
CIFR vs MARA
-29.0%
+84.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.6% | -2.1% |
| 7D | -8.2% | -1.5% | -6.8% | -7.1% |
| 30D | -7.4% | +18.1% | -25.5% | -20.3% |
| 3M | -24.2% | -9.4% | -14.7% | -15.4% |
| 6M | +14.2% | +33.4% | -19.2% | -8.1% |
| YTD | +8.0% | +27.3% | -19.3% | -10.2% |
| 1Y | +55.5% | -27.9% | +83.4% | +128.0% |
| All | +55.5% | -29.0% | +84.5% | +128.0% |
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 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