-58.7%
MARA vs CP
+35.2%
-93.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.5% | -5.2% |
| 7D | -6.5% | +5.6% | -12.1% | -8.4% |
| 30D | -38.5% | +10.0% | -48.5% | -40.9% |
| 3M | -41.5% | +4.4% | -45.9% | -42.5% |
| 6M | -41.9% | +14.1% | -56.0% | -47.0% |
| YTD | -23.5% | +29.1% | -52.5% | -34.2% |
| 1Y | -58.7% | +34.6% | -93.2% | -66.4% |
| All | -58.7% | +35.2% | -93.9% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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