+130.0%
CVX vs MARA
-90.4%
+220.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.6% | +1.7% |
| 7D | +3.4% | +10.1% | -6.7% | +3.1% |
| 30D | -1.0% | -15.1% | +14.1% | -0.6% |
| 3M | +12.2% | -24.1% | +36.3% | +12.7% |
| 6M | +20.3% | -45.2% | +65.5% | +21.9% |
| YTD | +48.3% | -22.2% | +70.5% | +47.2% |
| 1Y | +46.9% | -45.3% | +92.2% | +47.8% |
| 3Y | +73.1% | -23.9% | +97.0% | +64.1% |
| All | +130.0% | -90.4% | +220.4% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling