-79.2%
MARA vs CAPR
-59.1%
-20.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +26.5% | -22.1% | +3.0% |
| 7D | +11.5% | +25.8% | -14.3% | +10.1% |
| 30D | -18.9% | +50.2% | -69.1% | -20.7% |
| 3M | -20.9% | +185.5% | -206.4% | -26.0% |
| 6M | -42.8% | -64.8% | +22.0% | -42.1% |
| YTD | -14.7% | -61.1% | +46.4% | -14.3% |
| 1Y | -47.6% | +81.0% | -128.6% | -57.0% |
| 3Y | -20.3% | +300.7% | -321.0% | -42.3% |
| 5Y | -89.2% | +223.3% | -312.5% | -92.3% |
| 10Y | -79.2% | -58.8% | -20.4% | -84.7% |
| All | -79.2% | -59.1% | -20.1% | -84.7% |
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