-69.6%
MARA vs CHRW
+89.2%
-158.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.9% |
| 7D | +15.6% | +1.9% | +13.7% | +14.7% |
| 30D | +17.2% | +0.9% | +16.3% | +16.4% |
| 3M | -14.2% | -19.9% | +5.7% | -7.7% |
| 6M | +47.7% | -15.8% | +63.5% | +53.5% |
| YTD | +31.7% | -5.6% | +37.3% | +26.8% |
| 1Y | -22.2% | +21.0% | -43.2% | -36.6% |
| 3Y | +8.4% | +86.0% | -77.6% | -39.0% |
| All | -69.6% | +89.2% | -158.8% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling