-23.6%
MARA vs CPRT
-32.3%
+8.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.5% | +11.0% | +10.7% |
| 7D | +2.5% | +4.0% | -1.5% | +0.9% |
| 30D | -23.9% | +18.2% | -42.2% | -29.8% |
| 3M | -23.2% | +9.2% | -32.4% | -26.6% |
| 6M | -43.3% | -4.8% | -38.4% | -41.8% |
| YTD | -18.3% | -17.5% | -0.8% | -7.7% |
| 1Y | -52.9% | -22.0% | -30.9% | -44.5% |
| 3Y | -23.6% | -33.7% | +10.1% | +21.9% |
| All | -23.6% | -32.3% | +8.7% | +21.9% |
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