-74.1%
MARA vs COPX
+583.8%
-657.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +5.9% | -2.3% | +8.3% | +8.3% |
| 30D | +24.3% | +0.3% | +24.0% | +24.8% |
| 3M | -12.0% | +6.8% | -18.8% | -18.0% |
| 6M | +40.1% | +7.9% | +32.2% | +24.9% |
| YTD | +33.4% | +23.7% | +9.7% | +2.3% |
| 1Y | -23.7% | +71.5% | -95.3% | -59.1% |
| 3Y | +19.0% | +149.1% | -130.1% | -59.8% |
| 5Y | -66.5% | +167.3% | -233.8% | -88.8% |
| All | -74.1% | +583.8% | -657.9% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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