-58.7%
MARA vs CART
+61.3%
-120.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.6% | -4.2% |
| 7D | -6.5% | +1.4% | -7.9% | -6.6% |
| 30D | -38.5% | +29.7% | -68.2% | -40.3% |
| 3M | -41.5% | +29.7% | -71.3% | -43.5% |
| 6M | -41.9% | +36.8% | -78.7% | -44.8% |
| YTD | -23.5% | +31.7% | -55.2% | -33.1% |
| 1Y | -58.7% | +62.4% | -121.0% | -64.1% |
| All | -58.7% | +61.3% | -120.0% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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