+297.0%
MARA vs CTVA
+216.1%
+80.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +6.2% |
| 7D | +15.6% | -2.1% | +17.7% | +17.2% |
| 30D | +17.2% | +12.0% | +5.2% | +6.8% |
| 3M | -14.2% | +13.5% | -27.6% | -24.4% |
| 6M | +47.7% | +12.1% | +35.6% | +30.3% |
| YTD | +31.7% | +29.0% | +2.7% | +4.5% |
| 1Y | -22.2% | +18.9% | -41.0% | -34.8% |
| 3Y | +8.4% | +78.9% | -70.4% | -35.1% |
| 5Y | -68.3% | +105.2% | -173.5% | -82.2% |
| All | +297.0% | +216.1% | +80.9% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling