-43.4%
MARA vs CPRT
-4.9%
-38.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -6.2% |
| 7D | +22.4% | -1.5% | +23.9% | +21.9% |
| 30D | -21.0% | +21.3% | -42.3% | -17.6% |
| 3M | -25.3% | +10.4% | -35.7% | -20.5% |
| 6M | -43.4% | -4.3% | -39.1% | -39.9% |
| All | -43.4% | -4.9% | -38.5% | -39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling