-94.7%
MARA vs CB
+528.3%
-623.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +8.8% |
| 7D | -6.2% | +0.2% | -6.5% | -6.5% |
| 30D | -38.7% | +9.1% | -47.8% | -41.6% |
| 3M | -40.4% | +3.4% | -43.8% | -41.8% |
| 6M | -51.3% | +14.1% | -65.4% | -55.7% |
| YTD | -29.3% | +18.0% | -47.3% | -37.3% |
| 1Y | -60.2% | +30.1% | -90.3% | -66.7% |
| 3Y | -31.3% | +71.8% | -103.1% | -53.1% |
| 5Y | -90.1% | +101.8% | -191.9% | -93.8% |
| 10Y | -81.2% | +252.1% | -333.3% | -92.2% |
| All | -94.7% | +528.3% | -623.0% | -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