-66.3%
MARA vs CLSK
+6.4%
-72.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.8% | -2.0% | -0.7% |
| 7D | +5.9% | +7.7% | -1.8% | -0.4% |
| 30D | +24.3% | +12.2% | +12.0% | +13.4% |
| 3M | -12.0% | -15.5% | +3.5% | -0.4% |
| 6M | +40.1% | +39.3% | +0.8% | +4.0% |
| YTD | +33.4% | +35.1% | -1.7% | +1.1% |
| 1Y | -23.7% | +34.0% | -57.8% | -46.5% |
| 3Y | +19.0% | +226.3% | -207.3% | -71.4% |
| All | -66.3% | +6.4% | -72.7% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 5y: compounded portfolio wealth divided by compounded CLSK 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…
5y analysis · Full analysis span regression · 6 months rolling