-90.5%
MARA vs CG
+350.2%
-440.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.3% |
| 7D | +6.0% | -4.3% | +10.3% | +9.8% |
| 30D | +0.6% | -5.1% | +5.7% | +4.0% |
| 3M | -18.5% | +8.7% | -27.2% | -24.5% |
| 6M | +21.7% | -9.2% | +31.0% | +29.2% |
| YTD | +25.9% | -18.9% | +44.8% | +45.8% |
| 1Y | -25.1% | -25.6% | +0.5% | -7.5% |
| 3Y | -5.7% | +57.3% | -63.0% | -31.5% |
| 5Y | -73.9% | +10.2% | -84.1% | -74.4% |
| 10Y | -75.6% | +364.2% | -439.8% | -86.4% |
| All | -90.5% | +350.2% | -440.7% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling