+93.3%
MARA vs CLBK
+66.9%
+26.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +5.0% |
| 7D | +15.6% | +1.1% | +14.5% | +14.7% |
| 30D | +17.2% | +7.8% | +9.5% | +11.0% |
| 3M | -14.2% | +23.9% | -38.0% | -26.7% |
| 6M | +47.7% | +42.3% | +5.4% | +14.2% |
| YTD | +31.7% | +65.4% | -33.7% | -9.1% |
| 1Y | -22.2% | +70.3% | -92.5% | -47.5% |
| 3Y | +8.4% | +54.5% | -46.0% | -19.3% |
| 5Y | -68.3% | +43.1% | -111.4% | -77.0% |
| All | +93.3% | +66.9% | +26.4% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling