-16.6%
MARA vs CHRW
+79.2%
-95.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.7% | +3.7% |
| 7D | +11.5% | -0.1% | +11.6% | +11.6% |
| 30D | -18.9% | -4.3% | -14.6% | -18.3% |
| 3M | -20.9% | -7.4% | -13.5% | -20.2% |
| 6M | -42.8% | -20.7% | -22.1% | -41.4% |
| YTD | -14.7% | -15.9% | +1.2% | -14.7% |
| 1Y | -47.6% | -9.9% | -37.8% | -48.6% |
| All | -16.6% | +79.2% | -95.8% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling