-91.6%
MARA vs CF
+120.6%
-212.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +7.8% |
| 7D | -6.2% | -3.2% | -3.0% | -5.6% |
| 30D | -38.7% | +4.3% | -43.0% | -39.9% |
| 3M | -40.4% | +2.8% | -43.2% | -41.6% |
| 6M | -51.3% | +0.6% | -51.9% | -52.8% |
| YTD | -29.3% | +56.6% | -85.9% | -46.2% |
| 1Y | -60.2% | +49.6% | -109.8% | -69.1% |
| 3Y | -31.3% | +61.5% | -92.8% | -50.7% |
| All | -91.6% | +120.6% | -212.1% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling