-23.9%
MARA vs CCJ
+67.4%
-91.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.1% |
| 7D | +10.1% | -0.8% | +10.9% | +10.4% |
| 30D | -15.1% | -13.2% | -1.9% | -7.6% |
| 3M | -24.1% | -27.6% | +3.5% | -8.6% |
| 6M | -45.2% | -38.7% | -6.5% | -28.0% |
| YTD | -22.2% | -22.7% | +0.5% | -7.2% |
| 1Y | -45.3% | -17.6% | -27.7% | -36.5% |
| 3Y | -23.9% | +62.7% | -86.5% | -38.3% |
| All | -23.9% | +67.4% | -91.2% | -38.3% |
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