-71.7%
MARA vs CPNG
-76.7%
+5.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.1% | +7.7% | +6.4% |
| 7D | +15.6% | -6.3% | +21.9% | +19.8% |
| 30D | +17.2% | -8.7% | +26.0% | +22.9% |
| 3M | -14.2% | -2.4% | -11.7% | -14.7% |
| 6M | +47.7% | -22.3% | +70.0% | +63.9% |
| YTD | +31.7% | -37.2% | +69.0% | +66.9% |
| 1Y | -22.2% | -53.0% | +30.8% | +17.9% |
| 3Y | +8.4% | -20.0% | +28.5% | +9.4% |
| 5Y | -68.3% | -52.8% | -15.5% | -62.7% |
| All | -71.7% | -76.7% | +5.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling