-75.3%
MARA vs COO
+17.5%
-92.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.7% | +10.6% | +6.9% |
| 7D | -1.5% | -23.3% | +21.8% | +18.7% |
| 30D | +18.1% | -29.5% | +47.6% | +51.1% |
| 3M | -9.4% | -20.0% | +10.5% | +3.3% |
| 6M | +33.4% | -27.2% | +60.6% | +61.2% |
| YTD | +27.3% | -33.9% | +61.2% | +67.3% |
| 1Y | -27.9% | -19.9% | -8.0% | -20.9% |
| 3Y | +4.8% | -38.1% | +42.9% | +34.8% |
| 5Y | -68.0% | -52.0% | -16.0% | -47.3% |
| All | -75.3% | +17.5% | -92.8% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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