-25.1%
MARA vs CLX
-20.9%
-4.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.7% |
| 7D | +6.0% | -9.2% | +15.2% | +4.7% |
| 30D | +0.6% | -11.0% | +11.7% | -0.9% |
| 3M | -18.5% | +5.0% | -23.6% | -19.1% |
| 6M | +21.7% | -18.8% | +40.6% | +21.6% |
| YTD | +25.9% | -4.4% | +30.4% | +31.9% |
| 1Y | -25.1% | -21.9% | -3.3% | -30.6% |
| All | -25.1% | -20.9% | -4.3% | -30.6% |
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