-27.9%
MARA vs CCL
-27.7%
-0.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -1.5% | -4.3% | +2.8% | -0.2% |
| 30D | +18.1% | -19.0% | +37.0% | +25.6% |
| 3M | -9.4% | -13.1% | +3.7% | -5.9% |
| 6M | +33.4% | -13.3% | +46.7% | +36.0% |
| YTD | +27.3% | -25.2% | +52.5% | +34.6% |
| 1Y | -27.9% | -27.2% | -0.7% | -28.2% |
| All | -27.9% | -27.7% | -0.3% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling