+505.7%
CIFR vs MARA
+13.0%
+492.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.8% | -9.5% | -9.3% |
| 7D | +11.3% | +13.8% | -2.5% | +0.4% |
| 30D | +3.5% | +24.7% | -21.2% | -13.9% |
| 3M | -26.6% | -10.4% | -16.2% | -17.3% |
| 6M | +18.1% | +37.6% | -19.5% | -7.7% |
| YTD | +14.5% | +32.7% | -18.2% | -10.0% |
| 1Y | +83.3% | -25.2% | +108.5% | +127.9% |
| All | +505.7% | +13.0% | +492.7% | +440.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling