+8.4%
MARA vs COO
-23.3%
+31.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +5.7% |
| 7D | +15.6% | -2.3% | +17.9% | +16.7% |
| 30D | +17.2% | -8.8% | +26.1% | +21.3% |
| 3M | -14.2% | +1.3% | -15.5% | -16.0% |
| 6M | +47.7% | -11.6% | +59.3% | +54.6% |
| YTD | +31.7% | -17.4% | +49.1% | +43.8% |
| 1Y | -22.2% | -1.6% | -20.6% | -23.9% |
| 3Y | +8.4% | -22.6% | +31.1% | +14.3% |
| All | +8.4% | -23.3% | +31.7% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling