-74.1%
MARA vs CBOE
+368.5%
-442.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.2% | +7.1% | +5.6% |
| 7D | +5.9% | -5.8% | +11.7% | +8.2% |
| 30D | +24.3% | -3.1% | +27.4% | +25.5% |
| 3M | -12.0% | -4.8% | -7.2% | -11.7% |
| 6M | +40.1% | -0.6% | +40.7% | +35.4% |
| YTD | +33.4% | +12.8% | +20.6% | +20.9% |
| 1Y | -23.7% | +19.8% | -43.5% | -33.0% |
| 3Y | +19.0% | +86.9% | -68.0% | -23.8% |
| 5Y | -66.5% | +136.5% | -203.0% | -81.3% |
| All | -74.1% | +368.5% | -442.6% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling