+19.0%
MARA vs COF
+116.3%
-97.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.3% |
| 7D | +5.9% | -5.1% | +11.1% | +11.1% |
| 30D | +24.3% | -6.0% | +30.3% | +30.6% |
| 3M | -12.0% | +14.8% | -26.8% | -24.4% |
| 6M | +40.1% | +15.3% | +24.8% | +18.7% |
| YTD | +33.4% | -13.0% | +46.5% | +48.2% |
| 1Y | -23.7% | -5.7% | -18.0% | -22.4% |
| 3Y | +19.0% | +118.1% | -99.2% | -39.0% |
| All | +19.0% | +116.3% | -97.3% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling