+37.6%
MARA vs CBOE
-3.2%
+40.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.7% |
| 7D | +13.8% | -0.8% | +14.6% | +13.7% |
| 30D | +24.7% | +2.7% | +22.0% | +25.0% |
| 3M | -10.4% | +0.7% | -11.2% | -10.4% |
| 6M | +37.6% | -2.0% | +39.6% | +34.1% |
| All | +37.6% | -3.2% | +40.9% | +34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling