-25.1%
MARA vs CDNS
-15.6%
-9.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | +0.4% |
| 7D | +6.0% | -14.0% | +20.0% | +18.3% |
| 30D | +0.6% | -13.2% | +13.8% | +11.7% |
| 3M | -18.5% | -28.9% | +10.4% | +4.9% |
| 6M | +21.7% | -4.2% | +25.9% | +27.7% |
| YTD | +25.9% | -6.4% | +32.3% | +30.6% |
| 1Y | -25.1% | -16.2% | -8.9% | -17.0% |
| All | -25.1% | -15.6% | -9.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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