-82.2%
MARA vs COP
+342.2%
-424.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.7% |
| 7D | +10.1% | +4.4% | +5.7% | +7.7% |
| 30D | -15.1% | 0.0% | -15.0% | -15.5% |
| 3M | -24.1% | +15.0% | -39.1% | -30.2% |
| 6M | -45.2% | +22.0% | -67.2% | -52.0% |
| YTD | -22.2% | +55.3% | -77.5% | -40.5% |
| 1Y | -45.3% | +64.1% | -109.4% | -59.6% |
| 3Y | -23.9% | +34.1% | -57.9% | -39.2% |
| 5Y | -90.8% | +133.4% | -224.2% | -94.7% |
| All | -82.2% | +342.2% | -424.4% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling