-90.5%
MARA vs CBRE
+700.1%
-790.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | +6.0% | -2.0% | +8.0% | +7.5% |
| 30D | +0.6% | -2.2% | +2.8% | +1.6% |
| 3M | -18.5% | +12.9% | -31.4% | -25.9% |
| 6M | +21.7% | +4.3% | +17.4% | +16.9% |
| YTD | +25.9% | -8.0% | +34.0% | +29.5% |
| 1Y | -25.1% | -8.6% | -16.6% | -23.1% |
| 3Y | -5.7% | +71.9% | -77.6% | -36.0% |
| 5Y | -73.9% | +50.0% | -124.0% | -79.8% |
| 10Y | -75.6% | +390.1% | -465.7% | -89.5% |
| All | -90.5% | +700.1% | -790.6% | -97.7% |
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