-75.3%
MARA vs CFG
+311.8%
-387.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.4% |
| 7D | -1.5% | -1.7% | +0.2% | -0.3% |
| 30D | +18.1% | -4.6% | +22.7% | +21.6% |
| 3M | -9.4% | +7.9% | -17.3% | -14.7% |
| 6M | +33.4% | +19.9% | +13.5% | +16.2% |
| YTD | +27.3% | +21.7% | +5.6% | +9.5% |
| 1Y | -27.9% | +38.4% | -66.4% | -43.1% |
| 3Y | +4.8% | +187.0% | -182.2% | -47.6% |
| 5Y | -68.0% | +99.5% | -167.5% | -79.0% |
| All | -75.3% | +311.8% | -387.1% | -89.0% |
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 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