-91.6%
MARA vs CB
+101.1%
-192.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +8.4% |
| 7D | -6.2% | +0.2% | -6.5% | -6.3% |
| 30D | -38.7% | +9.1% | -47.8% | -40.2% |
| 3M | -40.4% | +3.4% | -43.8% | -41.0% |
| 6M | -51.3% | +14.1% | -65.4% | -54.1% |
| YTD | -29.3% | +18.0% | -47.3% | -34.7% |
| 1Y | -60.2% | +30.1% | -90.3% | -65.1% |
| 3Y | -31.3% | +71.8% | -103.1% | -52.2% |
| All | -91.6% | +101.1% | -192.7% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling