-8.5%
MARA vs CB
+74.3%
-82.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -3.0% |
| 7D | +6.0% | +0.5% | +5.5% | +6.1% |
| 30D | +0.6% | -3.1% | +3.7% | -0.2% |
| 3M | -18.5% | +9.0% | -27.5% | -17.7% |
| 6M | +21.7% | +2.9% | +18.9% | +22.6% |
| YTD | +25.9% | +10.1% | +15.8% | +27.3% |
| 1Y | -25.1% | +22.8% | -47.9% | -24.7% |
| All | -8.5% | +74.3% | -82.8% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling