-89.2%
MARA vs CME
+75.9%
-165.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.5% |
| 7D | +11.5% | +2.5% | +9.0% | +10.5% |
| 30D | -18.9% | +13.9% | -32.8% | -23.6% |
| 3M | -20.9% | +22.4% | -43.2% | -28.4% |
| 6M | -42.8% | +12.9% | -55.7% | -46.6% |
| YTD | -14.7% | +19.6% | -34.3% | -23.6% |
| 1Y | -47.6% | +17.7% | -65.3% | -52.7% |
| 3Y | -20.3% | +65.3% | -85.6% | -51.8% |
| 5Y | -89.2% | +75.1% | -164.3% | -94.3% |
| All | -89.2% | +75.9% | -165.1% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling