+8.4%
MARA vs RBA
+29.1%
-20.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.9% |
| 7D | +15.6% | -1.1% | +16.7% | +16.4% |
| 30D | +17.2% | -13.2% | +30.5% | +28.1% |
| 3M | -14.2% | -21.4% | +7.2% | -2.5% |
| 6M | +47.7% | -20.9% | +68.6% | +66.3% |
| YTD | +31.7% | -19.9% | +51.6% | +44.8% |
| 1Y | -22.2% | -28.7% | +6.5% | -5.5% |
| 3Y | +8.4% | +27.4% | -19.0% | -13.8% |
| All | +8.4% | +29.1% | -20.6% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling