-69.3%
MARA vs CRL
-37.6%
-31.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.4% |
| 7D | +13.8% | -4.6% | +18.4% | +17.6% |
| 30D | +24.7% | +0.5% | +24.2% | +24.8% |
| 3M | -10.4% | +46.6% | -57.1% | -33.4% |
| 6M | +37.6% | +57.3% | -19.6% | -6.0% |
| YTD | +32.7% | +39.5% | -6.8% | -0.2% |
| 1Y | -25.2% | +76.9% | -102.0% | -54.5% |
| 3Y | +9.3% | +39.4% | -30.1% | -21.7% |
| 5Y | -69.3% | -37.2% | -32.2% | -65.9% |
| All | -69.3% | -37.6% | -31.7% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling