-66.6%
MARA vs CFG
+95.4%
-162.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.7% |
| 7D | +13.8% | -0.6% | +14.4% | +14.6% |
| 30D | +24.7% | -4.5% | +29.2% | +29.9% |
| 3M | -10.4% | +6.3% | -16.8% | -16.8% |
| 6M | +37.6% | +20.6% | +17.0% | +11.2% |
| YTD | +32.7% | +21.2% | +11.5% | +6.0% |
| 1Y | -25.2% | +38.2% | -63.4% | -47.8% |
| 3Y | +9.3% | +185.9% | -176.7% | -63.6% |
| All | -66.6% | +95.4% | -162.0% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling