-16.6%
MARA vs CART
+135.4%
-151.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.1% |
| 7D | +11.5% | -0.6% | +12.1% | +11.9% |
| 30D | -18.9% | +23.1% | -41.9% | -24.8% |
| 3M | -20.9% | +19.2% | -40.1% | -26.2% |
| 6M | -42.8% | +45.7% | -88.5% | -51.3% |
| YTD | -14.7% | +30.9% | -45.6% | -25.3% |
| 1Y | -47.6% | +50.2% | -97.8% | -57.0% |
| All | -16.6% | +135.4% | -151.9% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling