-94.4%
MARA vs CB
+525.6%
-620.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +3.3% | -1.5% | +4.8% | +3.9% |
| 30D | -31.2% | +6.5% | -37.7% | -33.6% |
| 3M | -34.2% | +4.1% | -38.3% | -36.0% |
| 6M | -48.7% | +14.4% | -63.1% | -53.4% |
| YTD | -26.1% | +17.5% | -43.6% | -34.3% |
| 1Y | -58.2% | +27.5% | -85.7% | -64.6% |
| 3Y | -28.1% | +71.6% | -99.7% | -50.9% |
| 5Y | -91.3% | +100.6% | -191.9% | -94.6% |
| 10Y | -82.1% | +243.0% | -325.1% | -92.5% |
| All | -94.4% | +525.6% | -620.1% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling