-76.0%
MARA vs CF
+584.1%
-660.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.1% |
| 7D | +6.0% | +6.0% | 0.0% | +3.2% |
| 30D | +0.6% | +14.8% | -14.2% | -5.4% |
| 3M | -18.5% | +14.1% | -32.6% | -24.2% |
| 6M | +21.7% | +28.5% | -6.8% | +1.6% |
| YTD | +25.9% | +74.9% | -49.0% | -9.4% |
| 1Y | -25.1% | +61.7% | -86.8% | -44.3% |
| 3Y | -5.7% | +80.3% | -86.1% | -35.9% |
| 5Y | -73.9% | +226.0% | -299.9% | -87.4% |
| All | -76.0% | +584.1% | -660.1% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling