-90.1%
MARA vs CAH
+704.1%
-794.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +5.7% |
| 7D | +15.6% | +0.5% | +15.2% | +15.4% |
| 30D | +17.2% | +1.7% | +15.5% | +16.1% |
| 3M | -14.2% | +17.9% | -32.0% | -20.7% |
| 6M | +47.7% | +10.9% | +36.8% | +39.3% |
| YTD | +31.7% | +17.9% | +13.9% | +19.3% |
| 1Y | -22.2% | +61.7% | -83.9% | -40.5% |
| 3Y | +8.4% | +183.7% | -175.3% | -40.5% |
| 5Y | -68.3% | +401.3% | -469.6% | -87.0% |
| 10Y | -74.9% | +293.7% | -368.5% | -88.8% |
| All | -90.1% | +704.1% | -794.2% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling