-94.2%
MARA vs COP
+333.2%
-427.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.6% |
| 7D | +10.1% | +4.4% | +5.7% | +7.9% |
| 30D | -15.1% | 0.0% | -15.0% | -15.4% |
| 3M | -24.1% | +15.0% | -39.1% | -29.7% |
| 6M | -45.2% | +22.0% | -67.2% | -51.4% |
| YTD | -22.2% | +55.3% | -77.5% | -39.0% |
| 1Y | -45.3% | +64.1% | -109.4% | -58.4% |
| 3Y | -23.9% | +34.1% | -57.9% | -37.8% |
| 5Y | -90.8% | +133.4% | -224.2% | -94.4% |
| 10Y | -81.0% | +338.6% | -419.6% | -91.7% |
| All | -94.2% | +333.2% | -427.3% | -98.2% |
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