-58.7%
MARA vs CLX
-6.5%
-52.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.7% | -9.8% | -3.6% |
| 7D | -6.5% | +14.2% | -20.7% | -5.6% |
| 30D | -38.5% | +22.7% | -61.2% | -37.5% |
| 3M | -41.5% | -2.8% | -38.8% | -41.4% |
| 6M | -41.9% | +17.7% | -59.6% | -43.4% |
| YTD | -23.5% | +3.3% | -26.8% | -22.3% |
| 1Y | -58.7% | -5.6% | -53.0% | -55.8% |
| All | -58.7% | -6.5% | -52.1% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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