-82.1%
MARA vs CSX
+436.1%
-518.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +2.2% |
| 7D | +3.3% | -2.2% | +5.5% | +4.9% |
| 30D | -31.2% | +6.8% | -38.0% | -35.7% |
| 3M | -34.2% | +0.7% | -34.9% | -35.3% |
| 6M | -48.7% | +13.3% | -61.9% | -54.9% |
| YTD | -26.1% | +40.5% | -66.6% | -46.0% |
| 1Y | -58.2% | +44.7% | -102.8% | -70.2% |
| 3Y | -28.1% | +74.5% | -102.6% | -54.6% |
| 5Y | -91.3% | +52.0% | -143.3% | -93.7% |
| 10Y | -82.1% | +412.6% | -494.8% | -90.5% |
| All | -82.1% | +436.1% | -518.2% | -90.5% |
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