+322.0%
CMG vs MARA
-74.3%
+396.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | 0.0% |
| 7D | -2.1% | +5.9% | -8.0% | -2.3% |
| 30D | +10.9% | +24.3% | -13.4% | +9.7% |
| 3M | +15.8% | -12.0% | +27.8% | +16.0% |
| 6M | +6.9% | +40.1% | -33.2% | +4.7% |
| YTD | -2.2% | +33.4% | -35.6% | -4.4% |
| 1Y | -7.1% | -23.7% | +16.7% | -7.3% |
| 3Y | -7.1% | +19.0% | -26.1% | -11.9% |
| 5Y | -4.8% | -66.5% | +61.7% | -10.1% |
| All | +322.0% | -74.3% | +396.3% | +303.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling