-94.0%
MARA vs CPRT
+874.1%
-968.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.5% |
| 7D | +22.4% | -1.5% | +23.9% | +24.1% |
| 30D | -21.0% | +21.4% | -42.3% | -37.1% |
| 3M | -25.3% | +10.4% | -35.7% | -35.9% |
| 6M | -43.4% | -4.3% | -39.1% | -46.3% |
| YTD | -19.8% | -18.3% | -1.6% | -11.2% |
| 1Y | -50.0% | -22.5% | -27.6% | -41.8% |
| 3Y | -25.1% | -34.3% | +9.3% | +3.0% |
| 5Y | -90.5% | -17.8% | -72.8% | -89.1% |
| 10Y | -80.4% | +373.5% | -453.9% | -96.5% |
| All | -94.0% | +874.1% | -968.1% | -99.6% |
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