-94.7%
MARA vs CL
+169.9%
-264.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.2% | +10.2% | +8.2% |
| 7D | -6.2% | +1.3% | -7.5% | -6.4% |
| 30D | -38.7% | +11.4% | -50.1% | -39.8% |
| 3M | -40.4% | +4.4% | -44.8% | -40.9% |
| 6M | -51.3% | +10.8% | -62.1% | -52.6% |
| YTD | -29.3% | +25.1% | -54.4% | -33.4% |
| 1Y | -60.2% | +28.0% | -88.2% | -62.8% |
| 3Y | -31.3% | +37.6% | -68.9% | -38.4% |
| 5Y | -90.1% | +39.7% | -129.8% | -91.3% |
| 10Y | -81.2% | +75.8% | -157.0% | -85.8% |
| All | -94.7% | +169.9% | -264.6% | -97.3% |
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 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