-71.3%
MARA vs CPNG
-76.2%
+4.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +3.0% |
| 7D | +5.9% | -1.1% | +7.0% | +6.5% |
| 30D | +24.3% | -7.4% | +31.6% | +29.2% |
| 3M | -12.0% | -12.3% | +0.4% | -6.3% |
| 6M | +40.1% | -19.4% | +59.6% | +52.3% |
| YTD | +33.4% | -35.9% | +69.3% | +67.1% |
| 1Y | -23.7% | -53.4% | +29.7% | +16.2% |
| 3Y | +19.0% | -20.0% | +39.0% | +20.4% |
| 5Y | -66.5% | -49.6% | -16.9% | -61.8% |
| All | -71.3% | -76.2% | +4.8% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling