-82.1%
MARA vs CF
+546.3%
-628.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +3.3% | -0.9% | +4.1% | +3.0% |
| 30D | -31.2% | +6.9% | -38.1% | -33.8% |
| 3M | -34.2% | +4.8% | -39.0% | -36.7% |
| 6M | -48.7% | +4.7% | -53.3% | -51.7% |
| YTD | -26.1% | +56.5% | -82.5% | -45.3% |
| 1Y | -58.2% | +48.4% | -106.6% | -68.3% |
| 3Y | -28.1% | +59.1% | -87.2% | -49.1% |
| 5Y | -91.3% | +109.5% | -200.8% | -94.9% |
| 10Y | -82.1% | +487.0% | -569.1% | -92.7% |
| All | -82.1% | +546.3% | -628.4% | -92.7% |
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