-75.3%
MARA vs CCJ
+1,074.4%
-1,149.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -2.3% |
| 7D | -1.5% | -3.2% | +1.7% | +0.5% |
| 30D | +18.1% | -1.3% | +19.4% | +19.4% |
| 3M | -9.4% | +2.5% | -11.9% | -10.0% |
| 6M | +33.4% | -18.9% | +52.2% | +51.0% |
| YTD | +27.3% | +6.5% | +20.8% | +23.8% |
| 1Y | -27.9% | +22.8% | -50.8% | -38.2% |
| 3Y | +4.8% | +164.5% | -159.7% | -48.5% |
| 5Y | -68.0% | +303.7% | -371.7% | -87.5% |
| All | -75.3% | +1,074.4% | -1,149.7% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling