-58.7%
MARA vs CMI
+10.9%
-69.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.8% | +1.7% | +1.8% |
| 7D | -6.5% | -11.2% | +4.7% | +5.6% |
| 30D | -38.5% | -9.8% | -28.7% | -31.5% |
| 3M | -41.5% | -25.5% | -16.0% | -21.0% |
| 6M | -41.9% | -27.7% | -14.3% | -21.0% |
| YTD | -23.5% | -6.6% | -16.9% | -19.4% |
| 1Y | -58.7% | +11.7% | -70.3% | -64.9% |
| All | -58.7% | +10.9% | -69.6% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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