+18.4%
MARA vs CCL
+48.2%
-29.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +2.1% |
| 7D | +13.8% | -4.4% | +18.2% | +16.9% |
| 30D | +24.7% | -18.2% | +42.9% | +40.3% |
| 3M | -10.4% | -17.7% | +7.3% | -0.1% |
| 6M | +37.6% | -13.0% | +50.6% | +43.9% |
| YTD | +32.7% | -24.5% | +57.2% | +50.4% |
| 1Y | -25.2% | -26.9% | +1.8% | -14.6% |
| All | +18.4% | +48.2% | -29.9% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling