-94.0%
MARA vs CRL
+878.5%
-972.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.6% |
| 7D | +22.4% | +8.9% | +13.6% | +15.0% |
| 30D | -21.0% | +14.0% | -34.9% | -28.2% |
| 3M | -25.3% | +19.8% | -45.2% | -34.7% |
| 6M | -43.4% | +102.0% | -145.4% | -67.7% |
| YTD | -19.8% | +70.8% | -90.7% | -49.1% |
| 1Y | -50.0% | +98.7% | -148.8% | -71.9% |
| 3Y | -25.1% | +98.2% | -123.2% | -60.7% |
| 5Y | -90.5% | -11.7% | -78.8% | -90.5% |
| 10Y | -80.4% | +356.7% | -437.1% | -91.7% |
| All | -94.0% | +878.5% | -972.5% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling