-90.5%
MARA vs CSX
+745.9%
-836.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.1% |
| 7D | +6.0% | -3.4% | +9.4% | +8.8% |
| 30D | +0.6% | -3.1% | +3.7% | +3.3% |
| 3M | -18.5% | +7.2% | -25.7% | -23.0% |
| 6M | +21.7% | +16.2% | +5.6% | +8.5% |
| YTD | +25.9% | +37.5% | -11.6% | -1.0% |
| 1Y | -25.1% | +53.2% | -78.4% | -45.4% |
| 3Y | -5.7% | +68.2% | -74.0% | -33.8% |
| 5Y | -73.9% | +65.2% | -139.2% | -80.7% |
| 10Y | -75.6% | +504.1% | -579.8% | -89.0% |
| All | -90.5% | +745.9% | -836.4% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling