+37.6%
MARA vs CTVA
+10.7%
+27.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.4% |
| 7D | +13.8% | -5.8% | +19.7% | +12.3% |
| 30D | +24.7% | +11.1% | +13.6% | +26.6% |
| 3M | -10.4% | +13.2% | -23.7% | -10.5% |
| 6M | +37.6% | +8.7% | +28.9% | +35.3% |
| All | +37.6% | +10.7% | +27.0% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 6mo: compounded portfolio wealth divided by compounded CTVA 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…
6mo analysis · Full analysis span regression · 6 months rolling