-90.5%
MARA vs CL
+146.7%
-237.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | +6.0% | -2.2% | +8.2% | +6.4% |
| 30D | +0.6% | -4.8% | +5.5% | +1.3% |
| 3M | -18.5% | +4.9% | -23.4% | -20.1% |
| 6M | +21.7% | -5.7% | +27.5% | +22.1% |
| YTD | +25.9% | +14.4% | +11.6% | +20.4% |
| 1Y | -25.1% | +8.7% | -33.9% | -27.7% |
| 3Y | -5.7% | +30.0% | -35.7% | -15.2% |
| 5Y | -73.9% | +28.4% | -102.3% | -76.9% |
| 10Y | -75.6% | +50.1% | -125.7% | -80.5% |
| All | -90.5% | +146.7% | -237.2% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling