-8.5%
MARA vs CLF
-14.9%
+6.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.2% |
| 7D | +6.0% | +7.6% | -1.6% | +2.8% |
| 30D | +0.6% | -1.2% | +1.8% | +0.7% |
| 3M | -18.5% | -13.4% | -5.1% | -15.0% |
| 6M | +21.7% | +15.4% | +6.3% | +10.2% |
| YTD | +25.9% | -5.9% | +31.8% | +23.2% |
| 1Y | -25.1% | +18.8% | -44.0% | -35.9% |
| All | -8.5% | -14.9% | +6.4% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling