-93.6%
MARA vs CTSH
+109.9%
-203.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.9% |
| 7D | +11.5% | -2.1% | +13.6% | +12.6% |
| 30D | -18.9% | +8.0% | -26.8% | -24.1% |
| 3M | -20.9% | +10.6% | -31.5% | -28.2% |
| 6M | -42.8% | +32.5% | -75.3% | -56.9% |
| YTD | -14.7% | -21.0% | +6.3% | -9.4% |
| 1Y | -47.6% | -9.9% | -37.7% | -49.8% |
| 3Y | -20.3% | +3.1% | -23.4% | -29.1% |
| 5Y | -89.2% | -13.4% | -75.7% | -88.5% |
| 10Y | -79.2% | +37.1% | -116.3% | -81.3% |
| All | -93.6% | +109.9% | -203.5% | -94.9% |
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