-82.2%
MARA vs CFG
+216.2%
-298.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.4% |
| 7D | +10.1% | +3.2% | +6.9% | +7.7% |
| 30D | -15.1% | +5.1% | -20.2% | -18.0% |
| 3M | -24.1% | -11.2% | -12.9% | -17.7% |
| 6M | -45.2% | +9.6% | -54.7% | -49.0% |
| YTD | -22.2% | +15.0% | -37.1% | -30.3% |
| 1Y | -45.3% | +29.9% | -75.2% | -55.2% |
| 3Y | -23.9% | +192.1% | -215.9% | -62.3% |
| 5Y | -90.8% | +62.3% | -153.1% | -93.2% |
| All | -82.2% | +216.2% | -298.4% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling