-81.6%
MARA vs CRL
+354.1%
-435.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.6% |
| 7D | +22.4% | +8.9% | +13.6% | +14.3% |
| 30D | -21.0% | +14.0% | -34.9% | -28.9% |
| 3M | -25.3% | +19.8% | -45.2% | -35.6% |
| 6M | -43.4% | +102.0% | -145.4% | -69.5% |
| YTD | -19.8% | +70.8% | -90.7% | -51.5% |
| 1Y | -50.0% | +98.7% | -148.8% | -73.6% |
| 3Y | -25.1% | +98.2% | -123.2% | -64.2% |
| 5Y | -90.5% | -11.7% | -78.8% | -90.2% |
| All | -81.6% | +354.1% | -435.7% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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