+138.2%
CIFR vs MARA
-25.8%
+164.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.1% | -1.6% |
| 7D | +4.8% | +10.1% | -5.3% | -4.6% |
| 30D | -31.0% | -15.1% | -15.9% | -19.7% |
| 3M | -58.7% | -24.1% | -34.6% | -47.5% |
| 6M | -67.7% | -45.2% | -22.5% | -44.3% |
| YTD | -53.5% | -22.2% | -31.4% | -42.4% |
| 1Y | -54.1% | -45.3% | -8.7% | -24.5% |
| 3Y | +138.2% | -23.9% | +162.1% | +161.2% |
| All | +138.2% | -25.8% | +164.0% | +161.2% |
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