-42.8%
MARA vs CI
+5.0%
-47.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.0% |
| 7D | +11.5% | -1.3% | +12.8% | +10.2% |
| 30D | -18.9% | +6.4% | -25.2% | -15.0% |
| 3M | -20.9% | +10.7% | -31.5% | -14.6% |
| 6M | -42.8% | +5.5% | -48.3% | -38.1% |
| All | -42.8% | +5.0% | -47.8% | -38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling