-43.4%
MARA vs CDW
+68.9%
-112.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -6.0% |
| 7D | +22.4% | +9.1% | +13.4% | +20.3% |
| 30D | -21.0% | +13.7% | -34.7% | -22.3% |
| 3M | -25.3% | +27.0% | -52.3% | -27.9% |
| 6M | -43.4% | +75.9% | -119.3% | -55.0% |
| All | -43.4% | +68.9% | -112.3% | -55.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling