-75.3%
MARA vs RBA
+195.3%
-270.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.4% |
| 7D | -1.5% | -3.3% | +1.8% | +0.7% |
| 30D | +18.1% | -9.8% | +27.9% | +26.0% |
| 3M | -9.4% | -23.5% | +14.0% | +5.9% |
| 6M | +33.4% | -21.5% | +54.9% | +52.7% |
| YTD | +27.3% | -21.2% | +48.4% | +44.1% |
| 1Y | -27.9% | -30.2% | +2.3% | -11.2% |
| 3Y | +4.8% | +25.3% | -20.6% | -14.3% |
| 5Y | -68.0% | +35.1% | -103.1% | -75.8% |
| All | -75.3% | +195.3% | -270.5% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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