+18.4%
MARA vs CHRW
+85.4%
-67.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +13.8% | +4.1% | +9.8% | +13.0% |
| 30D | +24.7% | +1.9% | +22.8% | +24.1% |
| 3M | -10.4% | -21.2% | +10.7% | -6.3% |
| 6M | +37.6% | -16.7% | +54.3% | +40.9% |
| YTD | +32.7% | -5.4% | +38.1% | +30.4% |
| 1Y | -25.2% | +21.2% | -46.3% | -32.2% |
| All | +18.4% | +85.4% | -67.1% | -8.6% |
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