+8.4%
MARA vs CNP
+54.5%
-46.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.3% |
| 7D | +15.6% | +1.6% | +14.0% | +15.2% |
| 30D | +17.2% | -0.8% | +18.0% | +17.5% |
| 3M | -14.2% | -3.6% | -10.6% | -13.7% |
| 6M | +47.7% | -6.9% | +54.6% | +50.1% |
| YTD | +31.7% | +6.4% | +25.3% | +29.3% |
| 1Y | -22.2% | +9.9% | -32.1% | -24.1% |
| 3Y | +8.4% | +53.1% | -44.7% | -10.6% |
| All | +8.4% | +54.5% | -46.1% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling