-90.5%
MARA vs CME
+876.7%
-967.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +6.0% | -1.6% | +7.6% | +7.0% |
| 30D | +0.6% | +6.2% | -5.6% | -3.2% |
| 3M | -18.5% | +10.4% | -28.9% | -24.5% |
| 6M | +21.7% | -9.5% | +31.3% | +26.6% |
| YTD | +25.9% | +6.0% | +19.9% | +18.2% |
| 1Y | -25.1% | +9.3% | -34.4% | -31.5% |
| 3Y | -5.7% | +57.7% | -63.4% | -35.9% |
| 5Y | -73.9% | +77.7% | -151.6% | -83.2% |
| 10Y | -75.6% | +281.2% | -356.9% | -88.8% |
| All | -90.5% | +876.7% | -967.3% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling