-79.2%
MARA vs CP
+251.7%
-330.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +11.5% | -0.7% | +12.2% | +12.2% |
| 30D | -18.9% | +9.6% | -28.5% | -26.6% |
| 3M | -20.9% | +2.2% | -23.1% | -23.3% |
| 6M | -42.8% | +11.1% | -53.9% | -49.9% |
| YTD | -14.7% | +28.2% | -42.9% | -36.1% |
| 1Y | -47.6% | +32.2% | -79.8% | -62.0% |
| 3Y | -20.3% | +35.5% | -55.8% | -41.3% |
| 5Y | -89.2% | +26.8% | -115.9% | -91.2% |
| 10Y | -79.2% | +256.9% | -336.1% | -92.4% |
| All | -79.2% | +251.7% | -330.9% | -92.4% |
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 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