-27.9%
MARA vs CME
+9.1%
-37.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.2% |
| 7D | -1.5% | -2.4% | +0.9% | -2.1% |
| 30D | +18.1% | +6.2% | +11.9% | +19.6% |
| 3M | -9.4% | +4.4% | -13.8% | -6.7% |
| 6M | +33.4% | -9.6% | +43.0% | +40.9% |
| YTD | +27.3% | +3.8% | +23.5% | +29.3% |
| 1Y | -27.9% | +9.5% | -37.5% | -19.8% |
| All | -27.9% | +9.1% | -37.0% | -19.8% |
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