-90.5%
MARA vs COR
+1,194.0%
-1,284.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.0% |
| 7D | +6.0% | +2.8% | +3.2% | +5.1% |
| 30D | +0.6% | +4.5% | -3.9% | -0.9% |
| 3M | -18.5% | +22.7% | -41.2% | -24.4% |
| 6M | +21.7% | -9.7% | +31.5% | +24.1% |
| YTD | +25.9% | -1.4% | +27.4% | +24.1% |
| 1Y | -25.1% | +13.9% | -39.1% | -30.5% |
| 3Y | -5.7% | +94.0% | -99.7% | -32.2% |
| 5Y | -73.9% | +184.0% | -258.0% | -83.8% |
| 10Y | -75.6% | +406.8% | -482.4% | -87.6% |
| All | -90.5% | +1,194.0% | -1,284.6% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling