-58.7%
MARA vs CHTR
-46.1%
-12.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.7% | -9.7% | -3.6% |
| 7D | -6.5% | +14.1% | -20.6% | -5.6% |
| 30D | -38.5% | +11.6% | -50.1% | -37.9% |
| 3M | -41.5% | -21.4% | -20.1% | -42.0% |
| 6M | -41.9% | -27.3% | -14.7% | -41.4% |
| YTD | -23.5% | -42.4% | +18.9% | -18.6% |
| 1Y | -58.7% | -45.6% | -13.1% | -53.3% |
| All | -58.7% | -46.1% | -12.6% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling