-66.3%
MARA vs CARR
+8.3%
-74.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +3.3% |
| 7D | +5.9% | -3.8% | +9.7% | +10.1% |
| 30D | +24.3% | -8.9% | +33.2% | +36.4% |
| 3M | -12.0% | -17.3% | +5.3% | +5.7% |
| 6M | +40.1% | -1.4% | +41.5% | +34.5% |
| YTD | +33.4% | +10.0% | +23.4% | +11.1% |
| 1Y | -23.7% | -6.4% | -17.4% | -23.6% |
| 3Y | +19.0% | +1.5% | +17.4% | -0.1% |
| All | -66.3% | +8.3% | -74.7% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 5y: compounded portfolio wealth divided by compounded CARR 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…
5y analysis · Full analysis span regression · 6 months rolling