-74.1%
MARA vs COR
+406.5%
-480.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +5.9% | -2.8% | +8.8% | +6.8% |
| 30D | +24.3% | +2.6% | +21.7% | +23.2% |
| 3M | -12.0% | +14.5% | -26.4% | -16.5% |
| 6M | +40.1% | -7.8% | +47.9% | +41.6% |
| YTD | +33.4% | -4.2% | +37.6% | +32.6% |
| 1Y | -23.7% | +7.0% | -30.8% | -27.7% |
| 3Y | +19.0% | +85.5% | -66.6% | -14.5% |
| 5Y | -66.5% | +181.2% | -247.7% | -79.6% |
| All | -74.1% | +406.5% | -480.6% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling