-66.3%
MARA vs CAH
+393.5%
-459.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | +5.9% | -5.1% | +11.0% | +7.4% |
| 30D | +24.3% | +0.2% | +24.1% | +24.0% |
| 3M | -12.0% | +6.3% | -18.3% | -13.9% |
| 6M | +40.1% | +9.4% | +30.7% | +35.4% |
| YTD | +33.4% | +15.0% | +18.4% | +25.6% |
| 1Y | -23.7% | +55.4% | -79.2% | -38.5% |
| 3Y | +19.0% | +173.8% | -154.9% | -38.2% |
| All | -66.3% | +393.5% | -459.9% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling