-90.5%
MARA vs COO
+216.9%
-307.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.5% |
| 7D | +6.0% | -2.2% | +8.2% | +7.7% |
| 30D | +0.6% | -7.0% | +7.6% | +5.1% |
| 3M | -18.5% | +12.2% | -30.7% | -27.0% |
| 6M | +21.7% | -15.1% | +36.9% | +32.5% |
| YTD | +25.9% | -15.1% | +41.0% | +37.3% |
| 1Y | -25.1% | +2.3% | -27.5% | -29.7% |
| 3Y | -5.7% | -23.7% | +17.9% | +5.2% |
| 5Y | -73.9% | -38.9% | -35.0% | -65.3% |
| 10Y | -75.6% | +49.9% | -125.6% | -77.6% |
| All | -90.5% | +216.9% | -307.4% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling