-90.4%
MARA vs COF
+381.5%
-471.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -2.8% |
| 7D | -1.5% | -6.1% | +4.6% | +3.0% |
| 30D | +18.1% | -5.2% | +23.2% | +22.0% |
| 3M | -9.4% | +17.0% | -26.4% | -20.1% |
| 6M | +33.4% | +12.9% | +20.5% | +20.1% |
| YTD | +27.3% | -13.5% | +40.8% | +38.3% |
| 1Y | -27.9% | -5.9% | -22.1% | -26.2% |
| 3Y | +4.8% | +117.1% | -112.4% | -38.7% |
| 5Y | -68.0% | +45.4% | -113.4% | -74.8% |
| 10Y | -74.7% | +244.1% | -318.7% | -87.8% |
| All | -90.4% | +381.5% | -471.9% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling