+9.7%
MARA vs CRBG
+117.3%
-107.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +3.7% |
| 7D | +5.9% | +0.6% | +5.3% | +5.3% |
| 30D | +24.3% | +2.6% | +21.6% | +20.9% |
| 3M | -12.0% | +24.0% | -36.0% | -27.6% |
| 6M | +40.1% | +50.5% | -10.4% | -3.2% |
| YTD | +33.4% | +17.1% | +16.3% | +13.8% |
| 1Y | -23.7% | +5.9% | -29.6% | -29.2% |
| 3Y | +19.0% | +122.7% | -103.8% | -39.1% |
| All | +9.7% | +117.3% | -107.6% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 10y: compounded portfolio wealth divided by compounded CRBG 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…
10y analysis · Full analysis span regression · 6 months rolling