-89.8%
MARA vs CFG
+396.4%
-486.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +6.0% | +1.5% | +4.5% | +5.0% |
| 30D | +0.6% | -3.8% | +4.5% | +3.0% |
| 3M | -18.5% | +11.5% | -30.0% | -24.7% |
| 6M | +21.7% | +19.2% | +2.6% | +7.4% |
| YTD | +25.9% | +23.7% | +2.2% | +8.0% |
| 1Y | -25.1% | +38.8% | -64.0% | -40.3% |
| 3Y | -5.7% | +178.9% | -184.7% | -50.6% |
| 5Y | -73.9% | +101.8% | -175.7% | -82.6% |
| 10Y | -75.6% | +317.3% | -392.9% | -89.5% |
| All | -89.8% | +396.4% | -486.1% | -95.6% |
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