-47.6%
MARA vs CAPR
+90.5%
-138.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +26.5% | -22.1% | +4.0% |
| 7D | +11.5% | +25.8% | -14.3% | +11.1% |
| 30D | -18.9% | +50.2% | -69.1% | -19.4% |
| 3M | -20.9% | +185.5% | -206.4% | -22.3% |
| 6M | -42.8% | -64.8% | +22.0% | -42.5% |
| YTD | -14.7% | -61.1% | +46.4% | -14.4% |
| 1Y | -47.6% | +81.0% | -128.6% | -50.1% |
| All | -47.6% | +90.5% | -138.1% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling