-91.6%
MARA vs CP
+24.4%
-115.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.7% | +9.7% | +9.9% |
| 7D | -6.2% | +2.8% | -9.0% | -9.7% |
| 30D | -38.7% | +10.2% | -48.9% | -46.0% |
| 3M | -40.4% | +2.4% | -42.7% | -42.8% |
| 6M | -51.3% | +7.7% | -58.9% | -57.1% |
| YTD | -29.3% | +26.0% | -55.3% | -49.7% |
| 1Y | -60.2% | +34.6% | -94.9% | -74.1% |
| 3Y | -31.3% | +26.7% | -58.0% | -50.8% |
| All | -91.6% | +24.4% | -115.9% | -93.6% |
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