+17.5%
MARA vs CRL
+39.9%
-22.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.3% | +6.1% |
| 7D | +15.6% | -0.6% | +16.2% | +15.9% |
| 30D | +17.2% | +5.0% | +12.3% | +14.4% |
| 3M | -14.2% | +50.6% | -64.7% | -33.4% |
| 6M | +47.7% | +60.9% | -13.2% | +7.3% |
| YTD | +31.7% | +40.7% | -9.0% | +4.8% |
| 1Y | -22.2% | +73.3% | -95.5% | -47.0% |
| All | +17.5% | +39.9% | -22.4% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling