-74.9%
MARA vs CF
+589.1%
-664.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.3% |
| 7D | +15.6% | -0.9% | +16.6% | +16.1% |
| 30D | +17.2% | +18.1% | -0.8% | +8.9% |
| 3M | -14.2% | +23.4% | -37.5% | -22.7% |
| 6M | +47.7% | +17.1% | +30.6% | +29.8% |
| YTD | +31.7% | +76.2% | -44.5% | -5.5% |
| 1Y | -22.2% | +62.3% | -84.4% | -42.2% |
| 3Y | +8.4% | +71.8% | -63.4% | -24.1% |
| 5Y | -68.3% | +234.6% | -302.8% | -84.8% |
| 10Y | -74.9% | +574.3% | -649.1% | -90.4% |
| All | -74.9% | +589.1% | -664.0% | -90.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling