-25.2%
MARA vs CLF
+9.3%
-34.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +13.8% | -2.7% | +16.5% | +14.7% |
| 30D | +24.7% | -3.2% | +27.9% | +25.7% |
| 3M | -10.4% | -5.0% | -5.5% | -9.5% |
| 6M | +37.6% | +26.6% | +11.0% | +21.4% |
| YTD | +32.7% | -9.0% | +41.7% | +33.7% |
| 1Y | -25.2% | +11.8% | -37.0% | -26.4% |
| All | -25.2% | +9.3% | -34.5% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling