+95.8%
MARA vs CLBK
+65.5%
+30.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +5.9% | -1.5% | +7.4% | +7.0% |
| 30D | +24.3% | -1.0% | +25.3% | +25.1% |
| 3M | -12.0% | +22.9% | -34.9% | -24.5% |
| 6M | +40.1% | +44.2% | -4.1% | +7.3% |
| YTD | +33.4% | +64.0% | -30.6% | -7.4% |
| 1Y | -23.7% | +65.7% | -89.4% | -47.6% |
| 3Y | +19.0% | +54.1% | -35.1% | -11.3% |
| 5Y | -66.5% | +44.7% | -111.2% | -76.0% |
| All | +95.8% | +65.5% | +30.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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