-23.7%
MARA vs CHD
+2.3%
-26.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.9% |
| 7D | +5.9% | -4.5% | +10.4% | +3.4% |
| 30D | +24.3% | -6.7% | +31.0% | +20.3% |
| 3M | -12.0% | -2.7% | -9.3% | -12.7% |
| 6M | +40.1% | -4.9% | +45.1% | +39.5% |
| YTD | +33.4% | +13.3% | +20.1% | +37.3% |
| 1Y | -23.7% | +1.0% | -24.7% | -20.4% |
| All | -23.7% | +2.3% | -26.1% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling