-73.6%
MARA vs CPRT
+410.9%
-484.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +2.7% |
| 7D | +13.8% | -0.4% | +14.3% | +14.2% |
| 30D | +24.7% | +8.2% | +16.4% | +13.7% |
| 3M | -10.4% | +2.3% | -12.7% | -17.0% |
| 6M | +37.6% | -14.7% | +52.4% | +55.0% |
| YTD | +32.7% | -18.2% | +50.9% | +54.2% |
| 1Y | -25.2% | -33.4% | +8.2% | +9.2% |
| 3Y | +9.3% | -28.3% | +37.6% | +42.9% |
| 5Y | -69.3% | -9.8% | -59.5% | -67.4% |
| 10Y | -73.6% | +412.4% | -486.0% | -97.0% |
| All | -73.6% | +410.9% | -484.5% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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