-8.5%
MARA vs CL
+31.1%
-39.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -3.1% |
| 7D | +6.0% | -2.2% | +8.2% | +5.1% |
| 30D | +0.6% | -4.8% | +5.5% | -0.9% |
| 3M | -18.5% | +4.9% | -23.4% | -17.6% |
| 6M | +21.7% | -5.7% | +27.5% | +21.0% |
| YTD | +25.9% | +14.4% | +11.6% | +28.4% |
| 1Y | -25.1% | +8.7% | -33.9% | -23.5% |
| All | -8.5% | +31.1% | -39.6% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling