-23.7%
MARA vs COR
+9.0%
-32.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.9% |
| 7D | +5.9% | -2.8% | +8.8% | +5.0% |
| 30D | +24.3% | +2.6% | +21.7% | +25.4% |
| 3M | -12.0% | +14.5% | -26.4% | -8.8% |
| 6M | +40.1% | -7.8% | +47.9% | +46.1% |
| YTD | +33.4% | -4.2% | +37.6% | +47.0% |
| 1Y | -23.7% | +7.0% | -30.8% | -15.9% |
| All | -23.7% | +9.0% | -32.7% | -15.9% |
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