-74.1%
MARA vs CNQ
+426.2%
-500.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.1% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +24.3% | +6.2% | +18.1% | +20.3% |
| 3M | -12.0% | +12.4% | -24.3% | -18.3% |
| 6M | +40.1% | +9.0% | +31.1% | +30.3% |
| YTD | +33.4% | +52.2% | -18.8% | +2.7% |
| 1Y | -23.7% | +65.0% | -88.8% | -44.1% |
| 3Y | +19.0% | +78.8% | -59.9% | -18.4% |
| 5Y | -66.5% | +286.0% | -352.5% | -84.5% |
| All | -74.1% | +426.2% | -500.3% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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