+18.4%
MARA vs CLX
-35.1%
+53.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +0.9% |
| 7D | +13.8% | -4.9% | +18.8% | +14.2% |
| 30D | +24.7% | -15.8% | +40.5% | +26.0% |
| 3M | -10.4% | -7.9% | -2.5% | -10.1% |
| 6M | +37.6% | -19.0% | +56.7% | +41.2% |
| YTD | +32.7% | -7.9% | +40.7% | +33.4% |
| 1Y | -25.2% | -25.4% | +0.2% | -21.9% |
| All | +18.4% | -35.1% | +53.5% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling