-25.1%
MARA vs CP
+19.9%
-45.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +6.0% | -2.7% | +8.7% | +7.2% |
| 30D | +0.6% | +0.2% | +0.5% | +0.6% |
| 3M | -18.5% | +2.6% | -21.1% | -20.3% |
| 6M | +21.7% | +6.0% | +15.8% | +15.3% |
| YTD | +25.9% | +24.9% | +1.0% | +10.7% |
| 1Y | -25.1% | +20.1% | -45.3% | -32.4% |
| All | -25.1% | +19.9% | -45.1% | -32.4% |
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