-10.7%
CMG vs MARA
-28.1%
+17.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.4% |
| 7D | -2.8% | +6.0% | -8.8% | -3.4% |
| 30D | +7.1% | +0.6% | +6.5% | +6.6% |
| 3M | +31.2% | -18.5% | +49.7% | +31.3% |
| 6M | +0.7% | +21.7% | -21.1% | -4.0% |
| YTD | -0.1% | +25.9% | -26.1% | -5.9% |
| 1Y | -10.7% | -25.1% | +14.4% | -7.4% |
| All | -10.7% | -28.1% | +17.4% | -7.4% |
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