-90.1%
MARA vs CLX
+109.6%
-199.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.8% |
| 7D | +15.6% | -3.5% | +19.2% | +16.1% |
| 30D | +17.2% | -11.9% | +29.1% | +18.8% |
| 3M | -14.2% | -2.6% | -11.5% | -14.3% |
| 6M | +47.7% | -18.2% | +65.8% | +50.8% |
| YTD | +31.7% | -5.9% | +37.6% | +32.0% |
| 1Y | -22.2% | -23.8% | +1.7% | -19.9% |
| 3Y | +8.4% | -33.6% | +42.0% | +12.6% |
| 5Y | -68.3% | -35.7% | -32.6% | -67.4% |
| 10Y | -74.9% | -2.5% | -72.3% | -76.5% |
| All | -90.1% | +109.6% | -199.8% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling