-69.3%
MARA vs CNP
+70.6%
-139.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.2% |
| 7D | +13.8% | +0.7% | +13.2% | +13.6% |
| 30D | +24.7% | -0.1% | +24.7% | +24.6% |
| 3M | -10.4% | -5.6% | -4.8% | -8.5% |
| 6M | +37.6% | -7.5% | +45.1% | +41.8% |
| YTD | +32.7% | +5.5% | +27.2% | +28.5% |
| 1Y | -25.2% | +8.3% | -33.5% | -28.6% |
| 3Y | +9.3% | +51.8% | -42.5% | -15.3% |
| 5Y | -69.3% | +69.9% | -139.2% | -73.1% |
| All | -69.3% | +70.6% | -139.9% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling