-82.2%
MARA vs CAG
-37.3%
-44.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.2% | -3.0% |
| 7D | +10.1% | -3.3% | +13.4% | +10.2% |
| 30D | -15.1% | +7.7% | -22.7% | -15.5% |
| 3M | -24.1% | -3.2% | -20.9% | -24.1% |
| 6M | -45.2% | +7.0% | -52.1% | -45.6% |
| YTD | -22.2% | -9.0% | -13.2% | -22.0% |
| 1Y | -45.3% | -9.6% | -35.7% | -45.2% |
| 3Y | -23.9% | -36.0% | +12.1% | -21.6% |
| 5Y | -90.8% | -40.9% | -49.9% | -90.5% |
| All | -82.2% | -37.3% | -44.9% | -81.8% |
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