+18.4%
MARA vs CI
+4.5%
+13.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.8% |
| 7D | +13.8% | -1.1% | +15.0% | +13.8% |
| 30D | +24.7% | +0.5% | +24.2% | +24.7% |
| 3M | -10.4% | -5.2% | -5.3% | -10.3% |
| 6M | +37.6% | +4.3% | +33.3% | +37.1% |
| YTD | +32.7% | +2.8% | +30.0% | +32.8% |
| 1Y | -25.2% | -5.8% | -19.4% | -24.8% |
| All | +18.4% | +4.5% | +13.8% | +26.8% |
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 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