-58.7%
MARA vs CME
+19.8%
-78.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.4% | -3.6% |
| 7D | -6.5% | +4.8% | -11.4% | -5.0% |
| 30D | -38.5% | +14.2% | -52.7% | -36.2% |
| 3M | -41.5% | +17.9% | -59.5% | -39.1% |
| 6M | -41.9% | +7.2% | -49.2% | -37.0% |
| YTD | -23.5% | +16.7% | -40.2% | -23.6% |
| 1Y | -58.7% | +19.6% | -78.2% | -58.7% |
| All | -58.7% | +19.8% | -78.4% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling