-21.1%
MARA vs CAI
-11.0%
-10.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -1.5% | -5.1% | +3.6% | -0.2% |
| 30D | +18.1% | +3.9% | +14.2% | +17.4% |
| 3M | -9.4% | +40.1% | -49.5% | -16.7% |
| 6M | +33.4% | +29.7% | +3.7% | +22.5% |
| YTD | +27.3% | -10.9% | +38.2% | +26.7% |
| 1Y | -27.9% | -28.0% | +0.1% | -26.1% |
| All | -21.1% | -11.0% | -10.2% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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