-27.7%
MARA vs CHYM
-24.0%
-3.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -2.4% |
| 7D | -1.5% | -2.9% | +1.4% | -0.7% |
| 30D | +18.1% | +3.0% | +15.1% | +16.6% |
| 3M | -9.4% | +98.7% | -108.2% | -31.2% |
| 6M | +33.4% | +46.4% | -13.1% | +12.4% |
| YTD | +27.3% | +29.8% | -2.5% | +10.5% |
| 1Y | -27.9% | +40.5% | -68.4% | -41.3% |
| All | -27.7% | -24.0% | -3.7% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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