-25.1%
MARA vs CDW
-5.0%
-20.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +6.0% | +3.2% | +2.8% | +5.6% |
| 30D | +0.6% | +9.3% | -8.7% | -0.5% |
| 3M | -18.5% | +9.8% | -28.3% | -19.6% |
| 6M | +21.7% | +23.3% | -1.6% | +14.3% |
| YTD | +25.9% | +13.7% | +12.3% | +23.4% |
| 1Y | -25.1% | -6.5% | -18.7% | -20.2% |
| All | -25.1% | -5.0% | -20.1% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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