+8.4%
MARA vs CPRT
-27.3%
+35.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.3% | +7.9% | +6.5% |
| 7D | +15.6% | +0.4% | +15.2% | +15.3% |
| 30D | +17.2% | +9.9% | +7.3% | +11.3% |
| 3M | -14.2% | +5.6% | -19.8% | -17.9% |
| 6M | +47.7% | -13.6% | +61.3% | +64.4% |
| YTD | +31.7% | -16.7% | +48.5% | +49.6% |
| 1Y | -22.2% | -33.1% | +11.0% | +7.9% |
| 3Y | +8.4% | -27.1% | +35.5% | +31.3% |
| All | +8.4% | -27.3% | +35.8% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling