-90.5%
MARA vs CPRT
+926.5%
-1,017.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.9% |
| 7D | +6.0% | +2.2% | +3.8% | +3.8% |
| 30D | +0.6% | +16.6% | -16.0% | -14.9% |
| 3M | -18.5% | +9.6% | -28.1% | -29.7% |
| 6M | +21.7% | -11.1% | +32.9% | +31.1% |
| YTD | +25.9% | -13.9% | +39.8% | +38.2% |
| 1Y | -25.1% | -32.5% | +7.4% | +6.6% |
| 3Y | -5.7% | -25.0% | +19.3% | +17.4% |
| 5Y | -73.9% | -7.4% | -66.6% | -72.4% |
| 10Y | -75.6% | +422.0% | -497.6% | -95.9% |
| All | -90.5% | +926.5% | -1,017.0% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling