-94.0%
MARA vs CFG
+360.2%
-454.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.6% | +2.6% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | -31.2% | +3.2% | -34.4% | -32.5% |
| 3M | -34.2% | -9.7% | -24.5% | -29.8% |
| 6M | -48.7% | +3.6% | -52.3% | -50.3% |
| YTD | -26.1% | +14.7% | -40.7% | -33.3% |
| 1Y | -58.2% | +29.6% | -87.7% | -65.3% |
| 3Y | -28.1% | +190.6% | -218.6% | -62.9% |
| 5Y | -91.3% | +67.1% | -158.3% | -93.5% |
| 10Y | -82.1% | +237.0% | -319.1% | -91.4% |
| All | -94.0% | +360.2% | -454.2% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling