+19.0%
MARA vs CMI
+150.2%
-131.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +3.5% |
| 7D | +5.9% | -0.7% | +6.6% | +6.8% |
| 30D | +24.3% | -12.4% | +36.7% | +43.3% |
| 3M | -12.0% | -14.8% | +2.8% | +3.7% |
| 6M | +40.1% | +0.8% | +39.3% | +33.6% |
| YTD | +33.4% | +10.2% | +23.2% | +17.8% |
| 1Y | -23.7% | +37.4% | -61.2% | -48.1% |
| 3Y | +19.0% | +153.3% | -134.3% | -59.6% |
| All | +19.0% | +150.2% | -131.2% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling