-93.6%
MARA vs COP
+319.7%
-413.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.6% |
| 7D | +11.5% | +0.7% | +10.8% | +11.3% |
| 30D | -18.9% | +0.2% | -19.1% | -19.4% |
| 3M | -20.9% | +10.2% | -31.1% | -25.2% |
| 6M | -42.8% | +20.1% | -62.9% | -48.9% |
| YTD | -14.7% | +50.5% | -65.2% | -32.1% |
| 1Y | -47.6% | +56.8% | -104.4% | -59.3% |
| 3Y | -20.3% | +30.3% | -50.6% | -34.0% |
| 5Y | -89.2% | +126.8% | -216.0% | -93.3% |
| 10Y | -79.2% | +325.0% | -404.2% | -90.8% |
| All | -93.6% | +319.7% | -413.3% | -98.0% |
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 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