-93.6%
MARA vs COO
+186.6%
-280.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.0% |
| 7D | +11.5% | -2.3% | +13.8% | +13.2% |
| 30D | -18.9% | +13.3% | -32.1% | -26.0% |
| 3M | -20.9% | -18.1% | -2.8% | -12.0% |
| 6M | -42.8% | +6.7% | -49.5% | -48.5% |
| YTD | -14.7% | -23.2% | +8.5% | -2.9% |
| 1Y | -47.6% | -12.3% | -35.4% | -46.3% |
| 3Y | -20.3% | -23.6% | +3.3% | -13.8% |
| 5Y | -89.2% | -38.7% | -50.5% | -85.7% |
| 10Y | -79.2% | +42.2% | -121.4% | -80.3% |
| All | -93.6% | +186.6% | -280.2% | -97.2% |
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