-18.4%
MARA vs CAI
-8.1%
-10.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.8% |
| 7D | +15.6% | +0.2% | +15.5% | +15.6% |
| 30D | +17.2% | +9.1% | +8.1% | +15.2% |
| 3M | -14.2% | +53.8% | -67.9% | -23.0% |
| 6M | +47.7% | +33.5% | +14.2% | +34.8% |
| YTD | +31.7% | -8.0% | +39.7% | +30.1% |
| 1Y | -22.2% | -28.7% | +6.5% | -20.2% |
| All | -18.4% | -8.1% | -10.3% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling