-87.4%
MARA vs CCL
+32.6%
-120.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +10.1% | -1.2% | +11.3% | +11.1% |
| 30D | -15.1% | +13.1% | -28.2% | -22.5% |
| 3M | -24.1% | +3.4% | -27.5% | -27.6% |
| 6M | -45.2% | +18.7% | -63.9% | -53.4% |
| YTD | -22.2% | -2.3% | -19.9% | -26.9% |
| 1Y | -45.3% | +14.2% | -59.5% | -55.4% |
| 3Y | -23.9% | +133.6% | -157.4% | -65.8% |
| All | -87.4% | +32.6% | -120.0% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling