-90.5%
MARA vs CCL
-5.3%
-85.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | -5.0% | +11.0% | +8.4% |
| 30D | +0.6% | -20.3% | +21.0% | +10.9% |
| 3M | -18.5% | -15.1% | -3.4% | -13.0% |
| 6M | +21.7% | -15.1% | +36.9% | +28.5% |
| YTD | +25.9% | -21.8% | +47.7% | +36.4% |
| 1Y | -25.1% | -24.8% | -0.4% | -18.3% |
| 3Y | -5.7% | +51.9% | -57.6% | -23.9% |
| 5Y | -73.9% | +4.0% | -78.0% | -77.0% |
| 10Y | -75.6% | -42.2% | -33.4% | -78.3% |
| All | -90.5% | -5.3% | -85.2% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling