-26.9%
MARA vs CART
+40.2%
-67.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | +10.1% | +1.3% | +8.8% | +9.6% |
| 30D | -15.1% | +19.2% | -34.2% | -20.2% |
| 3M | -24.1% | +17.6% | -41.7% | -28.7% |
| 6M | -45.2% | +47.4% | -92.5% | -53.2% |
| YTD | -22.2% | +30.9% | -53.0% | -31.5% |
| 1Y | -45.3% | +46.0% | -91.3% | -54.1% |
| 3Y | -23.9% | +130.3% | -154.2% | -52.2% |
| All | -26.9% | +40.2% | -67.0% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling