-23.9%
MARA vs CAG
-36.3%
+12.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.2% | -2.6% |
| 7D | +10.1% | -3.3% | +13.4% | +9.2% |
| 30D | -15.1% | +7.7% | -22.7% | -13.4% |
| 3M | -24.1% | -3.2% | -20.9% | -23.9% |
| 6M | -45.2% | +7.0% | -52.1% | -43.9% |
| 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% | -24.6% |
| All | -23.9% | -36.3% | +12.5% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling