-90.5%
MARA vs CHRW
+237.1%
-327.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.0% |
| 7D | +6.0% | -1.4% | +7.4% | +6.7% |
| 30D | +0.6% | -3.5% | +4.1% | +1.8% |
| 3M | -18.5% | -19.4% | +0.9% | -12.7% |
| 6M | +21.7% | -21.4% | +43.1% | +31.2% |
| YTD | +25.9% | -7.1% | +33.1% | +23.4% |
| 1Y | -25.1% | +17.8% | -43.0% | -36.4% |
| 3Y | -5.7% | +78.8% | -84.5% | -39.2% |
| 5Y | -73.9% | +83.5% | -157.5% | -82.8% |
| 10Y | -75.6% | +160.2% | -235.9% | -86.0% |
| All | -90.5% | +237.1% | -327.6% | -94.8% |
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 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