-68.3%
MARA vs COO
-39.5%
-28.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +6.9% |
| 7D | +15.6% | -2.3% | +17.9% | +17.9% |
| 30D | +17.2% | -8.8% | +26.1% | +25.6% |
| 3M | -14.2% | +1.3% | -15.5% | -17.6% |
| 6M | +47.7% | -11.6% | +59.3% | +57.9% |
| YTD | +31.7% | -17.4% | +49.1% | +51.1% |
| 1Y | -22.2% | -1.6% | -20.6% | -26.8% |
| 3Y | +8.4% | -22.6% | +31.1% | +16.2% |
| 5Y | -68.3% | -40.3% | -27.9% | -46.1% |
| All | -68.3% | -39.5% | -28.8% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling