-21.6%
MARA vs CRL
+99.6%
-121.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.7% |
| 7D | +22.4% | +8.9% | +13.6% | +16.4% |
| 30D | -21.0% | +14.0% | -34.9% | -26.5% |
| 3M | -25.3% | +19.8% | -45.2% | -32.6% |
| 6M | -43.4% | +102.0% | -145.4% | -63.4% |
| YTD | -19.8% | +70.8% | -90.7% | -43.2% |
| 1Y | -50.0% | +98.7% | -148.8% | -68.0% |
| All | -21.6% | +99.6% | -121.1% | -46.1% |
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