-94.0%
MARA vs CBRE
+617.2%
-711.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.0% |
| 7D | +22.4% | -2.8% | +25.2% | +24.5% |
| 30D | -21.0% | +2.2% | -23.2% | -22.5% |
| 3M | -25.3% | -10.1% | -15.2% | -21.1% |
| 6M | -43.4% | -8.0% | -35.4% | -42.0% |
| YTD | -19.8% | -17.6% | -2.3% | -12.3% |
| 1Y | -50.0% | -14.7% | -35.3% | -46.6% |
| 3Y | -25.1% | +80.4% | -105.4% | -50.8% |
| 5Y | -90.5% | +25.9% | -116.4% | -92.0% |
| 10Y | -80.4% | +379.5% | -460.0% | -91.4% |
| All | -94.0% | +617.2% | -711.2% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling