-69.3%
MARA vs CME
+76.2%
-145.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +13.8% | -0.6% | +14.5% | +14.3% |
| 30D | +24.7% | +4.7% | +20.0% | +21.2% |
| 3M | -10.4% | +7.8% | -18.3% | -14.9% |
| 6M | +37.6% | -11.0% | +48.6% | +47.0% |
| YTD | +32.7% | +4.0% | +28.7% | +26.4% |
| 1Y | -25.2% | +9.1% | -34.3% | -31.7% |
| 3Y | +9.3% | +52.3% | -43.0% | -36.1% |
| 5Y | -69.3% | +76.1% | -145.4% | -87.4% |
| All | -69.3% | +76.2% | -145.6% | -87.4% |
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