-80.3%
MARA vs CP
+255.2%
-335.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.8% | +10.8% |
| 7D | +2.5% | +2.8% | -0.3% | -0.5% |
| 30D | -23.9% | +11.0% | -35.0% | -32.1% |
| 3M | -23.2% | +3.8% | -27.1% | -26.8% |
| 6M | -43.3% | +9.5% | -52.8% | -49.7% |
| YTD | -18.3% | +28.2% | -46.5% | -38.8% |
| 1Y | -52.9% | +33.0% | -85.8% | -66.0% |
| 3Y | -23.6% | +35.5% | -59.2% | -43.8% |
| 5Y | -88.7% | +25.8% | -114.5% | -90.8% |
| 10Y | -80.3% | +250.7% | -331.0% | -92.8% |
| All | -80.3% | +255.2% | -335.5% | -92.8% |
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