-47.6%
MARA vs CP
+32.8%
-80.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +11.5% | -0.7% | +12.2% | +11.7% |
| 30D | -18.9% | +9.6% | -28.5% | -22.0% |
| 3M | -20.9% | +2.2% | -23.1% | -21.6% |
| 6M | -42.8% | +11.1% | -53.9% | -46.9% |
| YTD | -14.7% | +28.2% | -42.9% | -26.1% |
| 1Y | -47.6% | +32.2% | -79.8% | -56.1% |
| All | -47.6% | +32.8% | -80.5% | -56.1% |
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