-75.3%
MARA vs CNP
+137.1%
-212.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.3% |
| 7D | -1.5% | -2.2% | +0.7% | -0.4% |
| 30D | +18.1% | -2.1% | +20.1% | +19.2% |
| 3M | -9.4% | -7.9% | -1.5% | -6.0% |
| 6M | +33.4% | -8.3% | +41.7% | +38.4% |
| YTD | +27.3% | +3.8% | +23.5% | +24.2% |
| 1Y | -27.9% | +5.9% | -33.8% | -30.5% |
| 3Y | +4.8% | +49.3% | -44.5% | -17.2% |
| 5Y | -68.0% | +69.3% | -137.3% | -76.3% |
| All | -75.3% | +137.1% | -212.3% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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