+18.4%
MARA vs CCJ
+172.7%
-154.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.6% |
| 7D | +13.8% | +4.2% | +9.7% | +11.5% |
| 30D | +24.7% | +3.2% | +21.5% | +22.9% |
| 3M | -10.4% | -1.8% | -8.6% | -9.1% |
| 6M | +37.6% | -13.5% | +51.2% | +48.0% |
| YTD | +32.7% | +9.7% | +23.0% | +29.7% |
| 1Y | -25.2% | +30.0% | -55.2% | -33.8% |
| All | +18.4% | +172.7% | -154.3% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling