-80.3%
MARA vs CB
+246.9%
-327.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.6% | +9.0% | +9.9% |
| 7D | +2.5% | +0.7% | +1.8% | +2.2% |
| 30D | -23.9% | +8.2% | -32.1% | -26.9% |
| 3M | -23.2% | +6.3% | -29.5% | -25.8% |
| 6M | -43.3% | +16.2% | -59.5% | -48.5% |
| YTD | -18.3% | +19.3% | -37.6% | -27.4% |
| 1Y | -52.9% | +29.2% | -82.1% | -60.1% |
| 3Y | -23.6% | +71.4% | -95.1% | -47.0% |
| 5Y | -88.7% | +104.2% | -192.9% | -92.9% |
| 10Y | -80.3% | +246.7% | -327.0% | -91.9% |
| All | -80.3% | +246.9% | -327.2% | -91.9% |
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