+8.4%
MARA vs CFG
+193.0%
-184.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.7% |
| 7D | +15.6% | +2.7% | +13.0% | +12.7% |
| 30D | +17.2% | -3.7% | +20.9% | +21.0% |
| 3M | -14.2% | +9.5% | -23.6% | -22.6% |
| 6M | +47.7% | +22.2% | +25.4% | +17.8% |
| YTD | +31.7% | +22.3% | +9.4% | +4.2% |
| 1Y | -22.2% | +39.4% | -61.6% | -46.3% |
| 3Y | +8.4% | +188.5% | -180.1% | -59.9% |
| All | +8.4% | +193.0% | -184.5% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling