-68.3%
MARA vs CI
+40.1%
-108.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.1% |
| 7D | +15.6% | -2.0% | +17.7% | +16.3% |
| 30D | +17.2% | -1.8% | +19.1% | +17.6% |
| 3M | -14.2% | -4.2% | -9.9% | -13.6% |
| 6M | +47.7% | +2.7% | +45.0% | +44.9% |
| YTD | +31.7% | +1.9% | +29.8% | +29.6% |
| 1Y | -22.2% | -6.3% | -15.9% | -22.0% |
| 3Y | +8.4% | +3.9% | +4.6% | -0.5% |
| 5Y | -68.3% | +41.9% | -110.2% | -76.8% |
| All | -68.3% | +40.1% | -108.4% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling