-28.1%
MARA vs CAPR
+242.0%
-270.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.4% | -4.9% | +4.2% |
| 7D | +3.3% | +36.0% | -32.8% | +2.2% |
| 30D | -31.2% | +25.8% | -57.0% | -31.8% |
| 3M | -34.2% | +140.8% | -175.0% | -36.6% |
| 6M | -48.7% | -67.6% | +18.9% | -47.9% |
| YTD | -26.1% | -65.9% | +39.8% | -25.3% |
| 1Y | -58.2% | +66.1% | -124.3% | -63.4% |
| 3Y | -28.1% | +256.9% | -284.9% | -71.1% |
| All | -28.1% | +242.0% | -270.1% | -71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling