-31.3%
MARA vs CB
+71.5%
-102.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +7.3% |
| 7D | -6.2% | +0.2% | -6.5% | -6.0% |
| 30D | -38.7% | +9.1% | -47.8% | -36.7% |
| 3M | -40.4% | +3.4% | -43.8% | -39.4% |
| 6M | -51.3% | +14.1% | -65.4% | -49.3% |
| YTD | -29.3% | +18.0% | -47.3% | -26.1% |
| 1Y | -60.2% | +30.1% | -90.3% | -58.5% |
| 3Y | -31.3% | +71.8% | -103.1% | +17.3% |
| All | -31.3% | +71.5% | -102.8% | +17.3% |
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