-79.2%
MARA vs CI
+149.2%
-228.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.5% |
| 7D | +11.5% | -1.3% | +12.8% | +12.0% |
| 30D | -18.9% | +6.4% | -25.2% | -20.5% |
| 3M | -20.9% | +10.7% | -31.5% | -23.7% |
| 6M | -42.8% | +5.5% | -48.3% | -44.5% |
| YTD | -14.7% | +11.4% | -26.1% | -18.7% |
| 1Y | -47.6% | +15.0% | -62.7% | -50.7% |
| 3Y | -20.3% | +9.0% | -29.3% | -27.0% |
| 5Y | -89.2% | +52.0% | -141.1% | -91.2% |
| 10Y | -79.2% | +150.9% | -230.1% | -86.8% |
| All | -79.2% | +149.2% | -228.3% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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