+28.0%
CIFR vs MARA
-69.4%
+97.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.8% | -9.5% | -9.2% |
| 7D | +11.3% | +13.8% | -2.5% | +2.5% |
| 30D | +3.5% | +24.7% | -21.2% | -10.4% |
| 3M | -26.6% | -10.4% | -16.2% | -18.3% |
| 6M | +18.1% | +37.6% | -19.5% | -1.5% |
| YTD | +14.5% | +32.7% | -18.2% | -3.2% |
| 1Y | +83.3% | -25.2% | +108.5% | +125.0% |
| 3Y | +461.5% | +9.3% | +452.2% | +481.2% |
| All | +28.0% | -69.4% | +97.4% | +63.6% |
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