-82.2%
MARA vs CI
+146.2%
-228.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.2% | -3.0% |
| 7D | +10.1% | +1.2% | +8.9% | +9.8% |
| 30D | -15.1% | +2.6% | -17.6% | -15.8% |
| 3M | -24.1% | +7.4% | -31.5% | -26.1% |
| 6M | -45.2% | -0.1% | -45.1% | -45.8% |
| YTD | -22.2% | +9.7% | -31.9% | -25.4% |
| 1Y | -45.3% | +12.1% | -57.4% | -48.1% |
| 3Y | -23.9% | +7.0% | -30.9% | -29.8% |
| 5Y | -90.8% | +49.7% | -140.5% | -92.4% |
| All | -82.2% | +146.2% | -228.4% | -88.3% |
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