+265.9%
CVX vs MARA
-77.7%
+343.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.5% |
| 7D | -0.6% | +15.6% | -16.2% | -0.9% |
| 30D | +13.4% | +17.2% | -3.8% | +13.0% |
| 3M | +11.8% | -14.2% | +26.0% | +11.9% |
| 6M | +12.4% | +47.7% | -35.2% | +11.1% |
| YTD | +41.5% | +31.7% | +9.8% | +39.9% |
| 1Y | +41.6% | -22.2% | +63.8% | +41.2% |
| 3Y | +42.2% | +8.4% | +33.8% | +38.5% |
| 5Y | +166.0% | -68.3% | +234.2% | +157.9% |
| 10Y | +207.2% | -74.9% | +282.1% | +171.1% |
| All | +265.9% | -77.7% | +343.6% | +218.0% |
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