-87.4%
MARA vs CLX
-20.8%
-66.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.1% |
| 7D | +10.1% | +9.5% | +0.6% | +8.8% |
| 30D | -15.1% | +30.7% | -45.8% | -18.0% |
| 3M | -24.1% | +4.2% | -28.3% | -24.4% |
| 6M | -45.2% | +22.1% | -67.3% | -47.2% |
| YTD | -22.2% | +14.1% | -36.2% | -24.0% |
| 1Y | -45.3% | +10.3% | -55.6% | -46.2% |
| 3Y | -23.9% | -7.8% | -16.1% | -23.9% |
| All | -87.4% | -20.8% | -66.5% | -88.0% |
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