+37.6%
MARA vs CARR
+2.0%
+35.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.7% |
| 7D | +13.8% | +0.6% | +13.2% | +13.5% |
| 30D | +24.7% | -8.7% | +33.3% | +30.2% |
| 3M | -10.4% | -18.4% | +7.9% | -2.5% |
| 6M | +37.6% | -0.6% | +38.2% | +39.7% |
| All | +37.6% | +2.0% | +35.6% | +39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling