-45.3%
MARA vs CME
+17.3%
-62.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -2.7% |
| 7D | +10.1% | +3.9% | +6.1% | +11.2% |
| 30D | -15.1% | +11.3% | -26.4% | -12.7% |
| 3M | -24.1% | +19.6% | -43.7% | -21.2% |
| 6M | -45.2% | +8.1% | -53.3% | -38.9% |
| YTD | -22.2% | +20.4% | -42.6% | -24.7% |
| 1Y | -45.3% | +16.5% | -61.8% | -45.6% |
| All | -45.3% | +17.3% | -62.6% | -45.6% |
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