-93.9%
MARA vs CI
+634.7%
-728.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.5% | +8.0% | +9.6% |
| 7D | +2.5% | +2.6% | -0.1% | +1.6% |
| 30D | -23.9% | +7.3% | -31.3% | -26.1% |
| 3M | -23.2% | +9.5% | -32.7% | -26.3% |
| 6M | -43.3% | +6.4% | -49.7% | -45.5% |
| YTD | -18.3% | +12.0% | -30.3% | -23.2% |
| 1Y | -52.9% | +20.1% | -73.0% | -57.1% |
| 3Y | -23.6% | +9.6% | -33.2% | -32.0% |
| 5Y | -88.7% | +52.7% | -141.4% | -91.3% |
| 10Y | -80.3% | +150.3% | -230.6% | -89.3% |
| All | -93.9% | +634.7% | -728.6% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling