-8.5%
MARA vs CP
+19.6%
-28.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.8% |
| 7D | +6.0% | -2.7% | +8.7% | +9.1% |
| 30D | +0.6% | +0.2% | +0.5% | +0.4% |
| 3M | -18.5% | +2.6% | -21.1% | -22.1% |
| 6M | +21.7% | +6.0% | +15.8% | +11.9% |
| YTD | +25.9% | +24.9% | +1.0% | -5.4% |
| 1Y | -25.1% | +20.1% | -45.3% | -41.1% |
| All | -8.5% | +19.6% | -28.1% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling