-79.2%
MARA vs RBA
+209.3%
-288.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.7% |
| 7D | +11.5% | +0.6% | +10.9% | +11.1% |
| 30D | -18.9% | +9.0% | -27.8% | -23.9% |
| 3M | -20.9% | +7.2% | -28.0% | -25.6% |
| 6M | -42.8% | -7.8% | -35.0% | -41.8% |
| YTD | -14.7% | -6.4% | -8.3% | -15.0% |
| 1Y | -47.6% | -4.2% | -43.5% | -48.8% |
| 3Y | -20.3% | +64.1% | -84.4% | -46.2% |
| 5Y | -89.2% | +48.4% | -137.6% | -92.3% |
| 10Y | -79.2% | +209.9% | -289.1% | -91.8% |
| All | -79.2% | +209.3% | -288.5% | -91.8% |
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