-17.3%
MARA vs CAI
-9.9%
-7.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.5% |
| 7D | +5.9% | -2.9% | +8.8% | +6.7% |
| 30D | +24.3% | +9.3% | +14.9% | +22.2% |
| 3M | -12.0% | +35.2% | -47.2% | -18.2% |
| 6M | +40.1% | +30.7% | +9.4% | +28.5% |
| YTD | +33.4% | -9.8% | +43.2% | +32.4% |
| 1Y | -23.7% | -28.9% | +5.1% | -21.7% |
| All | -17.3% | -9.9% | -7.5% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling