+207.0%
CVS vs MARA
-77.7%
+284.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -0.7% |
| 7D | -1.6% | +15.6% | -17.2% | -1.7% |
| 30D | +0.4% | +17.2% | -16.9% | +0.2% |
| 3M | -0.4% | -14.2% | +13.7% | -0.4% |
| 6M | +25.1% | +47.7% | -22.5% | +24.4% |
| YTD | +23.9% | +31.7% | -7.9% | +23.1% |
| 1Y | +41.1% | -22.2% | +63.2% | +40.9% |
| 3Y | +63.6% | +8.4% | +55.2% | +61.4% |
| 5Y | +31.5% | -68.3% | +99.8% | +29.5% |
| 10Y | +40.5% | -74.9% | +115.3% | +31.4% |
| All | +207.0% | -77.7% | +284.7% | +188.1% |
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