+8.4%
MARA vs CDW
-29.2%
+37.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.2% | +9.8% | +7.4% |
| 7D | +15.6% | -3.9% | +19.5% | +18.0% |
| 30D | +17.2% | +6.9% | +10.4% | +12.4% |
| 3M | -14.2% | +7.7% | -21.8% | -19.9% |
| 6M | +47.7% | +18.3% | +29.4% | +22.0% |
| YTD | +31.7% | +7.8% | +24.0% | +15.7% |
| 1Y | -22.2% | -12.2% | -10.0% | -16.3% |
| 3Y | +8.4% | -28.9% | +37.4% | +41.9% |
| All | +8.4% | -29.2% | +37.7% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling