-74.1%
MARA vs CBRE
+407.4%
-481.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +3.5% |
| 7D | +5.9% | -5.0% | +10.9% | +9.6% |
| 30D | +24.3% | -4.7% | +28.9% | +27.4% |
| 3M | -12.0% | +6.5% | -18.5% | -17.5% |
| 6M | +40.1% | +6.1% | +34.1% | +31.8% |
| YTD | +33.4% | -12.6% | +46.0% | +42.0% |
| 1Y | -23.7% | -15.3% | -8.4% | -17.3% |
| 3Y | +19.0% | +64.6% | -45.6% | -21.0% |
| 5Y | -66.5% | +45.0% | -111.5% | -74.7% |
| All | -74.1% | +407.4% | -481.5% | -86.9% |
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