-66.3%
MARA vs CDNS
+72.4%
-138.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.3% | +3.3% |
| 7D | +5.9% | -1.1% | +7.1% | +7.0% |
| 30D | +24.3% | -10.4% | +34.7% | +38.2% |
| 3M | -12.0% | -24.6% | +12.6% | +16.3% |
| 6M | +40.1% | -1.6% | +41.7% | +39.3% |
| YTD | +33.4% | -7.4% | +40.8% | +38.4% |
| 1Y | -23.7% | -18.4% | -5.3% | -9.6% |
| 3Y | +19.0% | +19.0% | 0.0% | -20.7% |
| All | -66.3% | +72.4% | -138.8% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling