-68.3%
MARA vs CP
+34.0%
-102.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +5.2% |
| 7D | +15.6% | +2.4% | +13.2% | +12.6% |
| 30D | +17.2% | -0.5% | +17.8% | +18.0% |
| 3M | -14.2% | +1.4% | -15.6% | -17.3% |
| 6M | +47.7% | +10.3% | +37.4% | +27.2% |
| YTD | +31.7% | +24.3% | +7.4% | -3.5% |
| 1Y | -22.2% | +20.4% | -42.6% | -40.8% |
| 3Y | +8.4% | +21.8% | -13.3% | -17.7% |
| 5Y | -68.3% | +31.5% | -99.8% | -76.9% |
| All | -68.3% | +34.0% | -102.3% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling