-82.2%
MARA vs CBRE
+379.0%
-461.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.2% |
| 7D | +10.1% | -1.8% | +11.8% | +11.3% |
| 30D | -15.1% | +3.3% | -18.4% | -17.5% |
| 3M | -24.1% | -12.4% | -11.7% | -17.9% |
| 6M | -45.2% | -5.4% | -39.8% | -44.9% |
| YTD | -22.2% | -17.2% | -5.0% | -14.6% |
| 1Y | -45.3% | -13.1% | -32.2% | -42.2% |
| 3Y | -23.9% | +81.6% | -105.4% | -53.0% |
| 5Y | -90.8% | +26.4% | -117.2% | -92.5% |
| All | -82.2% | +379.0% | -461.2% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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