+18.4%
MARA vs COR
+85.9%
-67.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.6% |
| 7D | +13.8% | -3.9% | +17.7% | +12.3% |
| 30D | +24.7% | -0.3% | +25.0% | +24.8% |
| 3M | -10.4% | +15.9% | -26.3% | -5.7% |
| 6M | +37.6% | -10.3% | +47.9% | +37.6% |
| YTD | +32.7% | -3.7% | +36.4% | +37.7% |
| 1Y | -25.2% | +9.1% | -34.3% | -18.3% |
| All | +18.4% | +85.9% | -67.5% | +85.5% |
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