-74.1%
MARA vs CAH
+294.8%
-368.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.1% |
| 7D | +5.9% | -5.1% | +11.0% | +8.1% |
| 30D | +24.3% | +0.2% | +24.1% | +23.9% |
| 3M | -12.0% | +6.3% | -18.3% | -14.7% |
| 6M | +40.1% | +9.4% | +30.7% | +33.3% |
| YTD | +33.4% | +15.0% | +18.4% | +22.9% |
| 1Y | -23.7% | +55.4% | -79.2% | -39.9% |
| 3Y | +19.0% | +173.8% | -154.9% | -32.2% |
| 5Y | -66.5% | +395.2% | -461.7% | -85.8% |
| All | -74.1% | +294.8% | -368.9% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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