-81.6%
MARA vs CNH
+42.8%
-124.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.1% |
| 7D | +11.5% | +6.7% | +4.8% | +6.5% |
| 30D | -18.9% | +7.2% | -26.1% | -23.1% |
| 3M | -20.9% | +17.5% | -38.4% | -30.8% |
| 6M | -42.8% | +15.0% | -57.7% | -50.5% |
| YTD | -14.7% | +36.8% | -51.5% | -35.7% |
| 1Y | -47.6% | +27.6% | -75.3% | -58.7% |
| 3Y | -20.3% | +34.3% | -54.6% | -39.0% |
| 5Y | -89.2% | -12.2% | -76.9% | -88.6% |
| 10Y | -79.2% | +113.9% | -193.0% | -85.6% |
| All | -81.6% | +42.8% | -124.4% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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