-90.0%
MARA vs COPX
+218.2%
-308.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | -0.1% |
| 7D | +13.8% | +6.0% | +7.9% | +8.4% |
| 30D | +24.7% | +6.4% | +18.3% | +19.1% |
| 3M | -10.4% | +19.3% | -29.7% | -22.9% |
| 6M | +37.6% | +16.2% | +21.4% | +18.2% |
| YTD | +32.7% | +33.2% | -0.4% | +1.1% |
| 1Y | -25.2% | +90.2% | -115.4% | -58.7% |
| 3Y | +9.3% | +175.7% | -166.4% | -57.8% |
| 5Y | -69.3% | +193.1% | -262.5% | -87.9% |
| 10Y | -73.6% | +619.4% | -693.0% | -94.0% |
| All | -90.0% | +218.2% | -308.2% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling