-25.2%
MARA vs CP
+19.4%
-44.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.3% |
| 7D | +13.8% | +0.6% | +13.3% | +13.6% |
| 30D | +24.7% | -0.5% | +25.2% | +25.0% |
| 3M | -10.4% | +0.1% | -10.5% | -11.3% |
| 6M | +37.6% | +7.8% | +29.8% | +27.9% |
| YTD | +32.7% | +22.9% | +9.9% | +16.2% |
| 1Y | -25.2% | +21.3% | -46.5% | -30.5% |
| All | -25.2% | +19.4% | -44.6% | -30.5% |
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