-94.7%
MARA vs CF
+339.5%
-434.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.7% | +7.3% | +7.7% |
| 7D | -6.2% | -3.2% | -3.0% | -5.6% |
| 30D | -38.7% | +4.3% | -43.0% | -40.2% |
| 3M | -40.4% | +2.8% | -43.2% | -42.0% |
| 6M | -51.3% | +0.6% | -51.9% | -53.1% |
| YTD | -29.3% | +56.6% | -85.9% | -45.5% |
| 1Y | -60.2% | +49.6% | -109.8% | -68.8% |
| 3Y | -31.3% | +61.5% | -92.8% | -49.1% |
| 5Y | -90.1% | +124.0% | -214.0% | -93.8% |
| 10Y | -81.2% | +573.2% | -654.4% | -92.0% |
| All | -94.7% | +339.5% | -434.2% | -97.5% |
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