-66.3%
MARA vs CLX
-38.5%
-27.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.9% |
| 3M | -12.0% | -9.7% | -2.3% | -11.2% |
| 6M | +40.1% | -19.8% | +60.0% | +43.9% |
| YTD | +33.4% | -9.8% | +43.3% | +34.3% |
| 1Y | -23.7% | -26.2% | +2.4% | -20.6% |
| 3Y | +19.0% | -36.2% | +55.2% | +24.5% |
| All | -66.3% | -38.5% | -27.8% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling