+560.6%
CRM vs MARA
-77.4%
+638.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.8% | -2.9% | +1.8% |
| 7D | -4.4% | +5.9% | -10.4% | -4.6% |
| 30D | +28.1% | +24.3% | +3.9% | +27.1% |
| 3M | +48.8% | -12.0% | +60.8% | +48.9% |
| 6M | +28.3% | +40.1% | -11.9% | +26.0% |
| YTD | -6.0% | +33.4% | -39.4% | -7.8% |
| 1Y | +1.4% | -23.7% | +25.2% | +1.1% |
| 3Y | +11.8% | +19.0% | -7.1% | +7.3% |
| 5Y | -2.0% | -66.5% | +64.5% | -5.9% |
| 10Y | +239.6% | -73.4% | +313.1% | +196.1% |
| All | +560.6% | -77.4% | +638.0% | +469.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling