-28.1%
MARA vs CI
+6.0%
-34.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.6% |
| 7D | +3.3% | +0.1% | +3.1% | +3.3% |
| 30D | -31.2% | +4.7% | -35.9% | -31.0% |
| 3M | -34.2% | +5.2% | -39.4% | -34.0% |
| 6M | -48.7% | +3.8% | -52.5% | -48.5% |
| YTD | -26.1% | +9.2% | -35.3% | -25.7% |
| 1Y | -58.2% | +14.3% | -72.4% | -57.9% |
| 3Y | -28.1% | +8.4% | -36.5% | -8.5% |
| All | -28.1% | +6.0% | -34.1% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling