-73.6%
MARA vs CB
+219.8%
-293.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +13.8% | -0.5% | +14.4% | +14.2% |
| 30D | +24.7% | -3.1% | +27.8% | +26.3% |
| 3M | -10.4% | +4.2% | -14.6% | -13.5% |
| 6M | +37.6% | +4.7% | +32.9% | +31.9% |
| YTD | +32.7% | +8.8% | +23.9% | +23.7% |
| 1Y | -25.2% | +22.6% | -47.8% | -35.0% |
| 3Y | +9.3% | +70.6% | -61.4% | -24.6% |
| 5Y | -69.3% | +99.4% | -168.8% | -80.7% |
| 10Y | -73.6% | +223.5% | -297.0% | -87.2% |
| All | -73.6% | +219.8% | -293.4% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling