-75.3%
MARA vs CAPR
-78.6%
+3.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -3.9% |
| 7D | -1.5% | -10.6% | +9.1% | -0.9% |
| 30D | +18.1% | +111.2% | -93.1% | +12.6% |
| 3M | -9.4% | -67.2% | +57.8% | -7.6% |
| 6M | +33.4% | -75.1% | +108.5% | +38.0% |
| YTD | +27.3% | -71.2% | +98.5% | +30.5% |
| 1Y | -27.9% | +31.1% | -59.1% | -39.8% |
| 3Y | +4.8% | +31.3% | -26.6% | -19.2% |
| 5Y | -68.0% | +69.4% | -137.4% | -76.5% |
| All | -75.3% | -78.6% | +3.3% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling