-73.6%
MARA vs CLF
+116.4%
-190.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | +13.8% | -2.7% | +16.5% | +15.2% |
| 30D | +24.7% | -3.2% | +27.9% | +25.9% |
| 3M | -10.4% | -5.0% | -5.5% | -10.8% |
| 6M | +37.6% | +26.6% | +11.0% | +15.7% |
| YTD | +32.7% | -9.0% | +41.7% | +29.7% |
| 1Y | -25.2% | +11.8% | -37.0% | -36.3% |
| 3Y | +9.3% | -15.1% | +24.4% | -2.8% |
| 5Y | -69.3% | -48.2% | -21.1% | -65.3% |
| 10Y | -73.6% | +127.6% | -201.2% | -86.7% |
| All | -73.6% | +116.4% | -190.0% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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