-82.2%
MARA vs CNP
+146.5%
-228.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.2% |
| 7D | +10.1% | +1.3% | +8.8% | +9.4% |
| 30D | -15.1% | +3.8% | -18.9% | -16.6% |
| 3M | -24.1% | +2.4% | -26.5% | -25.1% |
| 6M | -45.2% | -1.2% | -44.0% | -45.3% |
| YTD | -22.2% | +9.3% | -31.4% | -26.0% |
| 1Y | -45.3% | +6.4% | -51.7% | -47.4% |
| 3Y | -23.9% | +66.4% | -90.2% | -43.2% |
| 5Y | -90.8% | +75.7% | -166.5% | -93.3% |
| All | -82.2% | +146.5% | -228.6% | -88.2% |
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