-90.5%
MARA vs CF
+390.9%
-481.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.3% |
| 7D | +6.0% | +6.0% | 0.0% | +3.5% |
| 30D | +0.6% | +14.8% | -14.2% | -4.8% |
| 3M | -18.5% | +14.1% | -32.6% | -23.6% |
| 6M | +21.7% | +28.5% | -6.8% | +3.9% |
| YTD | +25.9% | +74.9% | -49.0% | -5.6% |
| 1Y | -25.1% | +61.7% | -86.8% | -42.2% |
| 3Y | -5.7% | +80.3% | -86.1% | -32.4% |
| 5Y | -73.9% | +226.0% | -299.9% | -85.8% |
| 10Y | -75.6% | +569.9% | -645.5% | -89.7% |
| All | -90.5% | +390.9% | -481.4% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling