-74.1%
MARA vs CRH
+253.3%
-327.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +3.8% |
| 7D | +5.9% | -6.1% | +12.0% | +12.3% |
| 30D | +24.3% | -9.3% | +33.5% | +35.8% |
| 3M | -12.0% | -15.2% | +3.2% | +1.1% |
| 6M | +40.1% | -14.2% | +54.3% | +56.1% |
| YTD | +33.4% | -28.3% | +61.7% | +78.4% |
| 1Y | -23.7% | -21.8% | -2.0% | -7.0% |
| 3Y | +19.0% | +71.6% | -52.7% | -38.6% |
| 5Y | -66.5% | +96.6% | -163.1% | -84.2% |
| All | -74.1% | +253.3% | -327.4% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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