-75.3%
MARA vs CI
+144.3%
-219.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.4% |
| 7D | -1.5% | -1.3% | -0.1% | -1.1% |
| 30D | +18.1% | +3.1% | +14.9% | +16.7% |
| 3M | -9.4% | -4.5% | -4.9% | -8.7% |
| 6M | +33.4% | +8.3% | +25.1% | +28.8% |
| YTD | +27.3% | +3.8% | +23.5% | +24.3% |
| 1Y | -27.9% | -5.0% | -22.9% | -28.2% |
| 3Y | +4.8% | +5.8% | -1.0% | -3.4% |
| 5Y | -68.0% | +50.6% | -118.6% | -73.9% |
| All | -75.3% | +144.3% | -219.6% | -84.8% |
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