-23.7%
MARA vs CRL
+80.5%
-104.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.1% |
| 7D | +5.9% | -3.5% | +9.5% | +7.2% |
| 30D | +24.3% | -2.1% | +26.4% | +25.6% |
| 3M | -12.0% | +48.0% | -59.9% | -23.6% |
| 6M | +40.1% | +64.7% | -24.6% | +14.1% |
| YTD | +33.4% | +39.5% | -6.1% | +16.7% |
| 1Y | -23.7% | +74.2% | -97.9% | -34.5% |
| All | -23.7% | +80.5% | -104.3% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling