-94.2%
MARA vs CBRE
+620.3%
-714.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.2% |
| 7D | +10.1% | -1.8% | +11.8% | +11.2% |
| 30D | -15.1% | +3.3% | -18.4% | -17.3% |
| 3M | -24.1% | -12.4% | -11.7% | -18.4% |
| 6M | -45.2% | -5.4% | -39.8% | -44.9% |
| YTD | -22.2% | -17.2% | -5.0% | -15.1% |
| 1Y | -45.3% | -13.1% | -32.2% | -42.3% |
| 3Y | -23.9% | +81.6% | -105.4% | -50.2% |
| 5Y | -90.8% | +26.4% | -117.2% | -92.2% |
| 10Y | -81.0% | +381.6% | -462.6% | -91.7% |
| All | -94.2% | +620.3% | -714.5% | -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