-74.1%
MARA vs CG
+314.7%
-388.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +6.4% |
| 7D | +5.9% | -9.9% | +15.8% | +16.0% |
| 30D | +24.3% | -11.7% | +35.9% | +37.3% |
| 3M | -12.0% | -4.3% | -7.7% | -10.3% |
| 6M | +40.1% | -8.8% | +48.9% | +48.0% |
| YTD | +33.4% | -26.9% | +60.3% | +73.4% |
| 1Y | -23.7% | -35.4% | +11.7% | +11.1% |
| 3Y | +19.0% | +43.0% | -24.1% | -16.9% |
| 5Y | -66.5% | +1.9% | -68.4% | -66.2% |
| All | -74.1% | +314.7% | -388.8% | -90.9% |
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