+283.5%
CVX vs MARA
-86.8%
+370.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.6% | +1.7% |
| 7D | +3.4% | +10.1% | -6.7% | +3.2% |
| 30D | -1.0% | -15.1% | +14.1% | -0.7% |
| 3M | +12.2% | -24.1% | +36.3% | +12.5% |
| 6M | +20.3% | -45.2% | +65.5% | +21.2% |
| YTD | +48.3% | -22.2% | +70.5% | +47.9% |
| 1Y | +46.9% | -45.3% | +92.2% | +47.5% |
| 3Y | +73.1% | -23.9% | +97.0% | +69.7% |
| 5Y | +135.2% | -90.8% | +226.0% | +133.3% |
| 10Y | +214.4% | -81.0% | +295.4% | +179.4% |
| All | +283.5% | -86.8% | +370.3% | +236.2% |
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