-58.7%
MARA vs CFG
+34.2%
-92.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.4% | -5.4% |
| 7D | -6.5% | +1.8% | -8.3% | -7.6% |
| 30D | -38.5% | +3.3% | -41.8% | -39.7% |
| 3M | -41.5% | -9.8% | -31.7% | -38.1% |
| 6M | -41.9% | +5.2% | -47.1% | -44.9% |
| YTD | -23.5% | +16.1% | -39.6% | -34.7% |
| 1Y | -58.7% | +33.7% | -92.3% | -71.0% |
| All | -58.7% | +34.2% | -92.9% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling