-74.1%
MARA vs CLX
-3.7%
-70.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +4.9% |
| 7D | +5.9% | -5.7% | +11.6% | +6.6% |
| 30D | +24.3% | -17.0% | +41.3% | +26.7% |
| 3M | -12.0% | -9.7% | -2.3% | -11.3% |
| 6M | +40.1% | -19.8% | +60.0% | +43.2% |
| YTD | +33.4% | -9.8% | +43.3% | +34.3% |
| 1Y | -23.7% | -26.2% | +2.4% | -21.3% |
| 3Y | +19.0% | -36.2% | +55.2% | +23.9% |
| 5Y | -66.5% | -38.3% | -28.1% | -65.6% |
| All | -74.1% | -3.7% | -70.4% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling