-73.6%
MARA vs CP
+224.3%
-297.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.9% |
| 7D | +13.8% | +0.6% | +13.3% | +13.3% |
| 30D | +24.7% | -0.5% | +25.2% | +25.3% |
| 3M | -10.4% | +0.1% | -10.5% | -11.9% |
| 6M | +37.6% | +7.8% | +29.8% | +25.0% |
| YTD | +32.7% | +22.9% | +9.9% | +4.9% |
| 1Y | -25.2% | +21.3% | -46.5% | -40.1% |
| 3Y | +9.3% | +20.4% | -11.1% | -9.3% |
| 5Y | -69.3% | +34.9% | -104.3% | -75.9% |
| 10Y | -73.6% | +233.3% | -306.9% | -89.0% |
| All | -73.6% | +224.3% | -297.9% | -89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling