-71.3%
MARA vs CSX
+65.9%
-137.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.6% |
| 7D | +6.0% | -3.4% | +9.4% | +10.8% |
| 30D | +0.6% | -3.1% | +3.7% | +5.1% |
| 3M | -18.5% | +7.2% | -25.7% | -26.5% |
| 6M | +21.7% | +16.2% | +5.6% | -1.6% |
| YTD | +25.9% | +37.5% | -11.6% | -18.9% |
| 1Y | -25.1% | +53.2% | -78.4% | -58.1% |
| 3Y | -5.7% | +68.2% | -74.0% | -53.3% |
| All | -71.3% | +65.9% | -137.1% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling