-58.7%
MARA vs CF
+35.9%
-94.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -4.8% |
| 7D | -6.5% | -6.9% | +0.3% | -7.6% |
| 30D | -38.5% | -3.7% | -34.8% | -38.8% |
| 3M | -41.5% | -5.0% | -36.6% | -42.0% |
| 6M | -41.9% | -10.5% | -31.5% | -42.4% |
| YTD | -23.5% | +46.5% | -70.0% | -46.5% |
| 1Y | -58.7% | +34.8% | -93.5% | -69.4% |
| All | -58.7% | +35.9% | -94.6% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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