-90.0%
MARA vs CBOE
+1,270.9%
-1,360.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +13.8% | -0.8% | +14.6% | +14.1% |
| 30D | +24.7% | +2.7% | +22.0% | +23.6% |
| 3M | -10.4% | +0.7% | -11.2% | -11.8% |
| 6M | +37.6% | -2.0% | +39.6% | +35.1% |
| YTD | +32.7% | +17.1% | +15.6% | +21.9% |
| 1Y | -25.2% | +26.5% | -51.7% | -33.3% |
| 3Y | +9.3% | +96.1% | -86.9% | -22.9% |
| 5Y | -69.3% | +149.3% | -218.7% | -80.4% |
| 10Y | -73.6% | +386.5% | -460.1% | -84.7% |
| All | -90.0% | +1,270.9% | -1,360.9% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling