-94.2%
MARA vs CHRW
+207.0%
-301.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +10.1% | +7.3% | +2.8% | +6.8% |
| 30D | -15.1% | -3.6% | -11.5% | -13.9% |
| 3M | -24.1% | -9.6% | -14.5% | -21.8% |
| 6M | -45.2% | -17.0% | -28.2% | -43.2% |
| YTD | -22.2% | -15.4% | -6.7% | -21.4% |
| 1Y | -45.3% | -10.0% | -35.3% | -46.6% |
| 3Y | -23.9% | +82.2% | -106.0% | -52.6% |
| 5Y | -90.8% | +59.4% | -150.1% | -93.6% |
| 10Y | -81.0% | +129.7% | -210.7% | -88.7% |
| All | -94.2% | +207.0% | -301.1% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling