-90.1%
MARA vs CDNS
+2,407.6%
-2,497.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.9% | +7.5% | +7.4% |
| 7D | +15.6% | -9.2% | +24.9% | +26.3% |
| 30D | +17.2% | -16.3% | +33.5% | +38.3% |
| 3M | -14.2% | -27.9% | +13.8% | +16.8% |
| 6M | +47.7% | -4.3% | +52.0% | +51.4% |
| YTD | +31.7% | -9.1% | +40.8% | +39.4% |
| 1Y | -22.2% | -21.2% | -1.0% | -6.0% |
| 3Y | +8.4% | +19.4% | -10.9% | -19.5% |
| 5Y | -68.3% | +71.6% | -139.9% | -82.1% |
| 10Y | -74.9% | +1,005.1% | -1,079.9% | -95.3% |
| All | -90.1% | +2,407.6% | -2,497.7% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling