-25.1%
MARA vs COR
+12.8%
-38.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -3.1% |
| 7D | +6.0% | +2.8% | +3.2% | +6.9% |
| 30D | +0.6% | +4.5% | -3.9% | +2.3% |
| 3M | -18.5% | +22.7% | -41.2% | -14.5% |
| 6M | +21.7% | -9.7% | +31.5% | +28.3% |
| YTD | +25.9% | -1.4% | +27.4% | +39.7% |
| 1Y | -25.1% | +13.9% | -39.1% | -16.6% |
| All | -25.1% | +12.8% | -38.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling