-74.1%
MARA vs CHRW
+183.1%
-257.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +5.9% | +3.5% | +2.4% | +4.3% |
| 30D | +24.3% | +4.6% | +19.7% | +21.2% |
| 3M | -12.0% | -19.7% | +7.7% | -5.2% |
| 6M | +40.1% | -12.4% | +52.5% | +43.1% |
| YTD | +33.4% | -3.9% | +37.3% | +28.1% |
| 1Y | -23.7% | +18.4% | -42.1% | -36.2% |
| 3Y | +19.0% | +88.8% | -69.9% | -29.2% |
| 5Y | -66.5% | +93.5% | -160.0% | -79.5% |
| All | -74.1% | +183.1% | -257.2% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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