-22.2%
MARA vs CSX
+52.7%
-74.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.4% |
| 7D | +15.6% | +0.6% | +15.0% | +14.9% |
| 30D | +17.2% | -2.3% | +19.5% | +20.2% |
| 3M | -14.2% | +4.3% | -18.4% | -18.9% |
| 6M | +47.7% | +23.4% | +24.3% | +11.8% |
| YTD | +31.7% | +36.4% | -4.7% | -12.1% |
| 1Y | -22.2% | +53.0% | -75.2% | -55.1% |
| All | -22.2% | +52.7% | -74.9% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling