-73.6%
MARA vs CSX
+481.1%
-554.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.9% |
| 7D | +13.8% | -0.6% | +14.4% | +14.4% |
| 30D | +24.7% | -3.2% | +27.9% | +28.5% |
| 3M | -10.4% | +2.6% | -13.0% | -12.8% |
| 6M | +37.6% | +19.8% | +17.8% | +16.7% |
| YTD | +32.7% | +34.7% | -1.9% | +2.1% |
| 1Y | -25.2% | +52.1% | -77.3% | -47.8% |
| 3Y | +9.3% | +68.4% | -59.2% | -27.7% |
| 5Y | -69.3% | +65.1% | -134.5% | -78.5% |
| 10Y | -73.6% | +496.7% | -570.3% | -87.0% |
| All | -73.6% | +481.1% | -554.7% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling