+1,154.7%
MARA vs ZCMD
-100.0%
+1,254.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.5% |
| 7D | +13.8% | -4.1% | +18.0% | +14.1% |
| 30D | +24.7% | -22.7% | +47.4% | +26.1% |
| 3M | -10.4% | -62.5% | +52.1% | -14.8% |
| 6M | +37.6% | -99.5% | +137.1% | +69.0% |
| YTD | +32.7% | -99.7% | +132.5% | +74.7% |
| 1Y | -25.2% | -99.9% | +74.7% | +5.5% |
| 3Y | +9.3% | -100.0% | +109.2% | +89.2% |
| 5Y | -69.3% | -100.0% | +30.6% | -46.4% |
| All | +1,154.7% | -100.0% | +1,254.7% | +2,336.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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