-90.5%
MARA vs COP
+308.7%
-399.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.0% |
| 7D | +6.0% | +3.0% | +3.0% | +4.4% |
| 30D | +0.6% | +17.5% | -16.9% | -7.0% |
| 3M | -18.5% | +13.4% | -31.9% | -24.1% |
| 6M | +21.7% | +17.7% | +4.0% | +9.8% |
| YTD | +25.9% | +46.6% | -20.6% | +2.5% |
| 1Y | -25.1% | +44.6% | -69.8% | -39.2% |
| 3Y | -5.7% | +20.7% | -26.4% | -18.5% |
| 5Y | -73.9% | +185.0% | -259.0% | -85.3% |
| 10Y | -75.6% | +347.0% | -422.6% | -89.3% |
| All | -90.5% | +308.7% | -399.3% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling