-43.7%
MARA vs CRL
+101.3%
-144.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | +22.4% | +8.9% | +13.6% | +17.6% |
| 30D | -21.0% | +14.0% | -34.9% | -24.8% |
| 3M | -25.3% | +19.8% | -45.2% | -30.2% |
| 6M | -43.4% | +102.0% | -145.4% | -58.0% |
| YTD | -19.8% | +70.8% | -90.7% | -36.2% |
| All | -43.7% | +101.3% | -144.9% | -58.9% |
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 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