-82.2%
MARA vs CP
+257.3%
-339.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.5% |
| 7D | +10.1% | +2.1% | +7.9% | +7.8% |
| 30D | -15.1% | +9.3% | -24.4% | -23.0% |
| 3M | -24.1% | +0.5% | -24.6% | -25.1% |
| 6M | -45.2% | +10.4% | -55.6% | -51.7% |
| YTD | -22.2% | +28.7% | -50.9% | -41.9% |
| 1Y | -45.3% | +33.2% | -78.5% | -60.7% |
| 3Y | -23.9% | +38.4% | -62.3% | -45.2% |
| 5Y | -90.8% | +26.2% | -117.0% | -92.5% |
| All | -82.2% | +257.3% | -339.5% | -93.6% |
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