-90.5%
MARA vs CRL
+728.3%
-818.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.3% |
| 7D | +6.0% | -1.0% | +7.0% | +6.9% |
| 30D | +0.6% | +10.7% | -10.0% | -6.3% |
| 3M | -18.5% | +55.3% | -73.8% | -42.4% |
| 6M | +21.7% | +60.7% | -38.9% | -19.1% |
| YTD | +25.9% | +44.6% | -18.7% | -8.9% |
| 1Y | -25.1% | +77.7% | -102.9% | -55.2% |
| 3Y | -5.7% | +37.6% | -43.4% | -34.4% |
| 5Y | -73.9% | -35.8% | -38.1% | -67.3% |
| 10Y | -75.6% | +241.7% | -317.4% | -87.7% |
| All | -90.5% | +728.3% | -818.9% | -97.3% |
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