-90.4%
MARA vs CHTR
+125.8%
-216.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.0% | -9.1% | -6.6% |
| 7D | -1.5% | -7.1% | +5.7% | +1.6% |
| 30D | +18.1% | -10.9% | +28.9% | +22.2% |
| 3M | -9.4% | +2.0% | -11.4% | -14.7% |
| 6M | +33.4% | -35.9% | +69.3% | +54.8% |
| YTD | +27.3% | -32.7% | +59.9% | +40.6% |
| 1Y | -27.9% | -46.6% | +18.6% | -8.8% |
| 3Y | +4.8% | -66.7% | +71.5% | +63.2% |
| 5Y | -68.0% | -82.1% | +14.1% | -28.9% |
| 10Y | -74.7% | -46.8% | -27.9% | -68.1% |
| All | -90.4% | +125.8% | -216.2% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling