-23.9%
MARA vs COR
+86.2%
-110.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.9% | -2.0% |
| 7D | +10.1% | +7.8% | +2.2% | +12.7% |
| 30D | -15.1% | +7.0% | -22.1% | -13.1% |
| 3M | -24.1% | +16.3% | -40.4% | -19.9% |
| 6M | -45.2% | +41.3% | -86.5% | -38.8% |
| YTD | -22.2% | +7.1% | -29.3% | -16.1% |
| 1Y | -45.3% | -0.8% | -44.5% | -42.6% |
| 3Y | -23.9% | +85.0% | -108.8% | +23.2% |
| All | -23.9% | +86.2% | -110.0% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling