-82.2%
MARA vs COR
+486.2%
-568.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.9% | -3.9% |
| 7D | +10.1% | +7.8% | +2.2% | +7.5% |
| 30D | -15.1% | +7.0% | -22.1% | -16.8% |
| 3M | -24.1% | +16.3% | -40.4% | -27.9% |
| 6M | -45.2% | +41.3% | -86.5% | -52.0% |
| YTD | -22.2% | +7.1% | -29.3% | -25.5% |
| 1Y | -45.3% | -0.8% | -44.5% | -46.1% |
| 3Y | -23.9% | +85.0% | -108.8% | -45.8% |
| 5Y | -90.8% | +203.9% | -294.7% | -94.8% |
| All | -82.2% | +486.2% | -568.4% | -92.6% |
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 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