-88.7%
MARA vs CPRT
-16.1%
-72.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.5% | +11.0% | +11.0% |
| 7D | +2.5% | +4.0% | -1.5% | -1.9% |
| 30D | -23.9% | +18.2% | -42.2% | -37.7% |
| 3M | -23.2% | +9.2% | -32.4% | -33.2% |
| 6M | -43.3% | -4.8% | -38.4% | -45.0% |
| YTD | -18.3% | -17.5% | -0.8% | -7.0% |
| 1Y | -52.9% | -22.0% | -30.9% | -42.6% |
| 3Y | -23.6% | -33.7% | +10.1% | +7.1% |
| 5Y | -88.7% | -15.0% | -73.7% | -89.8% |
| All | -88.7% | -16.1% | -72.6% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling