+238.9%
CRM vs MARA
-74.3%
+313.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.8% | -2.9% | +1.7% |
| 7D | -4.4% | +5.9% | -10.4% | -4.7% |
| 30D | +28.1% | +24.3% | +3.9% | +26.5% |
| 3M | +48.8% | -12.0% | +60.8% | +48.9% |
| 6M | +28.3% | +40.1% | -11.9% | +24.7% |
| YTD | -6.0% | +33.4% | -39.4% | -8.9% |
| 1Y | +1.4% | -23.7% | +25.2% | +0.9% |
| 3Y | +11.8% | +19.0% | -7.1% | +4.6% |
| 5Y | -2.0% | -66.5% | +64.5% | -8.5% |
| All | +238.9% | -74.3% | +313.2% | +147.2% |
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 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