-74.1%
MARA vs CMI
+516.5%
-590.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +3.7% |
| 7D | +5.9% | -0.7% | +6.6% | +6.7% |
| 30D | +24.3% | -12.4% | +36.7% | +40.1% |
| 3M | -12.0% | -14.8% | +2.8% | +1.6% |
| 6M | +40.1% | +0.8% | +39.3% | +37.3% |
| YTD | +33.4% | +10.2% | +23.2% | +23.3% |
| 1Y | -23.7% | +37.4% | -61.2% | -42.6% |
| 3Y | +19.0% | +153.3% | -134.3% | -46.7% |
| 5Y | -66.5% | +167.6% | -234.1% | -85.3% |
| All | -74.1% | +516.5% | -590.6% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling