-58.7%
MARA vs COF
-4.4%
-54.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -3.5% |
| 7D | -6.5% | +0.7% | -7.2% | -7.0% |
| 30D | -38.5% | +5.7% | -44.2% | -40.2% |
| 3M | -41.5% | -6.7% | -34.8% | -39.9% |
| 6M | -41.9% | +9.5% | -51.4% | -45.7% |
| YTD | -23.5% | -13.9% | -9.6% | -21.0% |
| 1Y | -58.7% | -5.1% | -53.6% | -62.1% |
| All | -58.7% | -4.4% | -54.2% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling