-87.4%
MARA vs COO
-40.4%
-47.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.7% | -3.5% |
| 7D | +10.1% | +0.5% | +9.6% | +9.7% |
| 30D | -15.1% | +14.2% | -29.2% | -24.6% |
| 3M | -24.1% | -18.2% | -5.9% | -13.1% |
| 6M | -45.2% | +5.3% | -50.5% | -52.1% |
| YTD | -22.2% | -23.6% | +1.4% | -7.2% |
| 1Y | -45.3% | -12.7% | -32.6% | -43.9% |
| 3Y | -23.9% | -24.2% | +0.3% | -22.3% |
| All | -87.4% | -40.4% | -47.0% | -81.7% |
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