-90.0%
MARA vs CMI
+627.4%
-717.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.7% |
| 7D | +13.8% | +0.7% | +13.1% | +13.0% |
| 30D | +24.7% | -12.3% | +37.0% | +38.3% |
| 3M | -10.4% | -16.8% | +6.4% | +3.8% |
| 6M | +37.6% | +1.5% | +36.1% | +35.0% |
| YTD | +32.7% | +9.8% | +22.9% | +25.1% |
| 1Y | -25.2% | +42.6% | -67.8% | -42.8% |
| 3Y | +9.3% | +151.0% | -141.7% | -44.2% |
| 5Y | -69.3% | +167.0% | -236.4% | -84.5% |
| 10Y | -73.6% | +512.2% | -585.7% | -91.1% |
| All | -90.0% | +627.4% | -717.4% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling