-93.9%
MARA vs CL
+174.1%
-268.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.2% | +10.4% | +10.5% |
| 7D | +2.5% | +2.6% | -0.1% | +2.2% |
| 30D | -23.9% | +11.8% | -35.7% | -25.3% |
| 3M | -23.2% | +5.9% | -29.1% | -24.0% |
| 6M | -43.3% | +13.3% | -56.6% | -45.0% |
| YTD | -18.3% | +27.1% | -45.4% | -23.2% |
| 1Y | -52.9% | +28.0% | -80.9% | -55.9% |
| 3Y | -23.6% | +39.4% | -63.0% | -31.6% |
| 5Y | -88.7% | +40.8% | -129.4% | -90.1% |
| 10Y | -80.3% | +84.9% | -165.2% | -85.4% |
| All | -93.9% | +174.1% | -268.0% | -96.9% |
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