-74.1%
MARA vs CHTR
-44.7%
-29.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +3.1% |
| 7D | +5.9% | -4.1% | +10.0% | +7.5% |
| 30D | +24.3% | -3.0% | +27.2% | +23.4% |
| 3M | -12.0% | +4.8% | -16.7% | -17.9% |
| 6M | +40.1% | -35.0% | +75.1% | +61.7% |
| YTD | +33.4% | -30.2% | +63.6% | +44.7% |
| 1Y | -23.7% | -44.8% | +21.0% | -5.0% |
| 3Y | +19.0% | -66.6% | +85.5% | +87.5% |
| 5Y | -66.5% | -81.5% | +15.0% | -27.4% |
| All | -74.1% | -44.7% | -29.4% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling