-74.1%
MARA vs CAG
-36.2%
-37.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +4.9% |
| 7D | +5.9% | -5.7% | +11.6% | +6.3% |
| 30D | +24.3% | -2.4% | +26.7% | +24.3% |
| 3M | -12.0% | +9.8% | -21.8% | -12.8% |
| 6M | +40.1% | -10.8% | +51.0% | +41.1% |
| YTD | +33.4% | -10.8% | +44.2% | +34.0% |
| 1Y | -23.7% | -19.0% | -4.8% | -22.7% |
| 3Y | +19.0% | -39.7% | +58.6% | +23.4% |
| 5Y | -66.5% | -43.0% | -23.5% | -65.4% |
| All | -74.1% | -36.2% | -37.9% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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