+219.2%
CVX vs MARA
-74.3%
+293.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | +0.5% |
| 7D | +2.6% | +5.9% | -3.3% | +2.4% |
| 30D | +9.8% | +24.3% | -14.4% | +9.0% |
| 3M | +16.2% | -12.0% | +28.2% | +16.3% |
| 6M | +13.6% | +40.1% | -26.5% | +11.8% |
| YTD | +44.4% | +33.4% | +11.0% | +41.9% |
| 1Y | +40.6% | -23.7% | +64.3% | +40.1% |
| 3Y | +48.2% | +19.0% | +29.2% | +41.8% |
| 5Y | +172.3% | -66.5% | +238.8% | +159.2% |
| All | +219.2% | -74.3% | +293.5% | +168.7% |
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