-23.9%
MARA vs CSX
+77.5%
-101.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.2% |
| 7D | +10.1% | +6.0% | +4.1% | +3.6% |
| 30D | -15.1% | +7.8% | -22.9% | -22.9% |
| 3M | -24.1% | +4.1% | -28.2% | -28.3% |
| 6M | -45.2% | +17.9% | -63.1% | -56.6% |
| YTD | -22.2% | +44.9% | -67.1% | -53.3% |
| 1Y | -45.3% | +51.1% | -96.4% | -69.0% |
| 3Y | -23.9% | +78.3% | -102.1% | -58.8% |
| All | -23.9% | +77.5% | -101.3% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling