-81.6%
MARA vs CVE
+147.6%
-229.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -6.7% |
| 7D | +22.4% | +4.6% | +17.8% | +20.0% |
| 30D | -21.0% | -12.0% | -9.0% | -16.7% |
| 3M | -25.3% | -3.8% | -21.5% | -24.8% |
| 6M | -43.4% | -2.7% | -40.7% | -44.0% |
| YTD | -19.8% | +73.6% | -93.4% | -39.3% |
| 1Y | -50.0% | +62.0% | -112.0% | -61.0% |
| 3Y | -25.1% | +72.7% | -97.8% | -44.3% |
| 5Y | -90.5% | +153.9% | -244.4% | -94.2% |
| All | -81.6% | +147.6% | -229.3% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling