-90.5%
MARA vs CTSH
+103.0%
-193.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -0.2% |
| 7D | +6.0% | -2.7% | +8.7% | +8.0% |
| 30D | +0.6% | +12.4% | -11.7% | -6.8% |
| 3M | -18.5% | +17.4% | -35.9% | -30.4% |
| 6M | +21.7% | -3.1% | +24.8% | +16.9% |
| YTD | +25.9% | -23.6% | +49.5% | +41.2% |
| 1Y | -25.1% | -10.8% | -14.3% | -25.5% |
| 3Y | -5.7% | -8.3% | +2.5% | -6.4% |
| 5Y | -73.9% | -11.3% | -62.6% | -71.6% |
| 10Y | -75.6% | +22.6% | -98.2% | -76.6% |
| All | -90.5% | +103.0% | -193.5% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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