-75.3%
MARA vs CDW
+271.4%
-346.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -1.5% | -7.4% | +5.9% | +3.6% |
| 30D | +18.1% | +5.8% | +12.2% | +12.5% |
| 3M | -9.4% | +10.8% | -20.2% | -19.1% |
| 6M | +33.4% | +21.5% | +11.9% | +5.2% |
| YTD | +27.3% | +6.4% | +20.9% | +9.1% |
| 1Y | -27.9% | -14.8% | -13.1% | -25.9% |
| 3Y | +4.8% | -29.9% | +34.6% | +28.2% |
| 5Y | -68.0% | -22.9% | -45.2% | -62.1% |
| All | -75.3% | +271.4% | -346.7% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling