-21.0%
CIFR vs MARA
-90.4%
+69.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.1% | -2.0% |
| 7D | +4.8% | +10.1% | -5.3% | -3.0% |
| 30D | -31.0% | -15.1% | -15.9% | -21.4% |
| 3M | -58.7% | -24.1% | -34.6% | -49.0% |
| 6M | -67.7% | -45.2% | -22.5% | -48.2% |
| YTD | -53.5% | -22.2% | -31.4% | -42.7% |
| 1Y | -54.1% | -45.3% | -8.7% | -28.5% |
| 3Y | +138.2% | -23.9% | +162.1% | +224.6% |
| All | -21.0% | -90.4% | +69.4% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling