-90.0%
MARA vs CRH
+566.6%
-656.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +3.9% |
| 7D | +5.9% | -6.1% | +12.0% | +11.6% |
| 30D | +24.3% | -9.3% | +33.5% | +34.5% |
| 3M | -12.0% | -15.2% | +3.2% | -0.3% |
| 6M | +40.1% | -14.2% | +54.3% | +54.8% |
| YTD | +33.4% | -28.3% | +61.7% | +73.2% |
| 1Y | -23.7% | -21.8% | -2.0% | -8.6% |
| 3Y | +19.0% | +71.6% | -52.7% | -30.8% |
| 5Y | -66.5% | +96.6% | -163.1% | -81.6% |
| 10Y | -73.4% | +253.8% | -327.3% | -90.1% |
| All | -90.0% | +566.6% | -656.6% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling