-82.2%
MARA vs CG
+278.5%
-360.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -4.0% | -3.9% |
| 7D | +10.1% | +0.2% | +9.9% | +9.6% |
| 30D | -15.1% | +11.2% | -26.2% | -23.7% |
| 3M | -24.1% | -22.1% | -2.0% | -6.1% |
| 6M | -45.2% | -17.9% | -27.3% | -36.3% |
| YTD | -22.2% | -31.3% | +9.1% | +6.2% |
| 1Y | -45.3% | -24.0% | -21.3% | -32.3% |
| 3Y | -23.9% | +45.0% | -68.8% | -48.0% |
| 5Y | -90.8% | -22.6% | -68.2% | -88.7% |
| All | -82.2% | +278.5% | -360.6% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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