+18.4%
MARA vs CCI
-10.8%
+29.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +13.8% | -0.3% | +14.1% | +14.1% |
| 30D | +24.7% | +2.1% | +22.6% | +23.7% |
| 3M | -10.4% | -17.8% | +7.4% | -3.4% |
| 6M | +37.6% | -14.2% | +51.8% | +44.4% |
| YTD | +32.7% | -13.3% | +46.1% | +38.5% |
| 1Y | -25.2% | -16.6% | -8.6% | -20.9% |
| All | +18.4% | -10.8% | +29.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 3y: compounded portfolio wealth divided by compounded CCI 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…
3y analysis · Full analysis span regression · 6 months rolling