-75.3%
MARA vs CDNS
+1,042.5%
-1,117.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -1.5% | -6.5% | +5.1% | +5.5% |
| 30D | +18.1% | -13.0% | +31.1% | +36.1% |
| 3M | -9.4% | -26.0% | +16.6% | +23.7% |
| 6M | +33.4% | -2.8% | +36.2% | +33.9% |
| YTD | +27.3% | -8.8% | +36.1% | +33.9% |
| 1Y | -27.9% | -15.8% | -12.1% | -17.7% |
| 3Y | +4.8% | +19.7% | -15.0% | -28.8% |
| 5Y | -68.0% | +70.8% | -138.8% | -84.7% |
| All | -75.3% | +1,042.5% | -1,117.8% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling