-90.5%
MARA vs CB
+486.2%
-576.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.6% |
| 7D | +6.0% | +0.5% | +5.5% | +5.9% |
| 30D | +0.6% | -3.1% | +3.7% | +2.1% |
| 3M | -18.5% | +9.0% | -27.5% | -23.6% |
| 6M | +21.7% | +2.9% | +18.9% | +17.6% |
| YTD | +25.9% | +10.1% | +15.8% | +16.3% |
| 1Y | -25.1% | +22.8% | -47.9% | -35.4% |
| 3Y | -5.7% | +73.8% | -79.5% | -36.4% |
| 5Y | -73.9% | +99.2% | -173.1% | -83.8% |
| 10Y | -75.6% | +218.2% | -293.8% | -89.3% |
| All | -90.5% | +486.2% | -576.8% | -97.8% |
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