-90.4%
MARA vs CPAY
+910.3%
-1,000.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.5% |
| 7D | -1.5% | -2.7% | +1.2% | +0.3% |
| 30D | +18.1% | +0.6% | +17.5% | +17.1% |
| 3M | -9.4% | +17.0% | -26.5% | -20.3% |
| 6M | +33.4% | +24.1% | +9.2% | +11.7% |
| YTD | +27.3% | +35.7% | -8.5% | -3.4% |
| 1Y | -27.9% | +34.0% | -61.9% | -45.5% |
| 3Y | +4.8% | +50.3% | -45.5% | -27.1% |
| 5Y | -68.0% | +56.7% | -124.7% | -77.3% |
| 10Y | -74.7% | +153.9% | -228.6% | -85.6% |
| All | -90.4% | +910.3% | -1,000.8% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 all: compounded portfolio wealth divided by compounded CPAY 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…
all analysis · Full analysis span regression · 6 months rolling