-90.5%
MARA vs CI
+581.0%
-671.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.0% |
| 7D | +6.0% | +1.3% | +4.7% | +5.5% |
| 30D | +0.6% | +4.4% | -3.8% | -1.4% |
| 3M | -18.5% | +0.7% | -19.2% | -19.5% |
| 6M | +21.7% | +0.3% | +21.4% | +20.2% |
| YTD | +25.9% | +3.8% | +22.1% | +22.4% |
| 1Y | -25.1% | -5.5% | -19.7% | -25.5% |
| 3Y | -5.7% | +8.1% | -13.9% | -15.8% |
| 5Y | -73.9% | +42.8% | -116.7% | -79.3% |
| 10Y | -75.6% | +143.9% | -219.5% | -86.7% |
| All | -90.5% | +581.0% | -671.5% | -99.1% |
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 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