-90.5%
MARA vs CCI
+123.3%
-213.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.5% |
| 7D | +6.0% | -0.4% | +6.4% | +6.3% |
| 30D | +0.6% | +2.7% | -2.1% | -0.8% |
| 3M | -18.5% | -18.2% | -0.3% | -10.8% |
| 6M | +21.7% | -14.8% | +36.5% | +30.2% |
| YTD | +25.9% | -12.6% | +38.5% | +33.4% |
| 1Y | -25.1% | -16.7% | -8.4% | -18.9% |
| 3Y | -5.7% | -10.5% | +4.8% | -5.4% |
| 5Y | -73.9% | -51.4% | -22.5% | -63.1% |
| 10Y | -75.6% | +20.0% | -95.7% | -78.3% |
| All | -90.5% | +123.3% | -213.8% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling