-73.6%
MARA vs CL
+54.1%
-127.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +13.8% | -2.3% | +16.1% | +13.9% |
| 30D | +24.7% | -5.5% | +30.2% | +24.9% |
| 3M | -10.4% | +0.8% | -11.3% | -10.9% |
| 6M | +37.6% | -4.2% | +41.9% | +37.5% |
| YTD | +32.7% | +13.4% | +19.3% | +29.5% |
| 1Y | -25.2% | +7.1% | -32.2% | -26.5% |
| 3Y | +9.3% | +29.0% | -19.8% | +2.2% |
| 5Y | -69.3% | +28.3% | -97.6% | -71.7% |
| 10Y | -73.6% | +57.3% | -130.9% | -79.0% |
| All | -73.6% | +54.1% | -127.6% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling