-90.5%
MARA vs RBA
+417.5%
-508.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +6.0% | -2.9% | +8.9% | +7.8% |
| 30D | +0.6% | -12.3% | +12.9% | +7.8% |
| 3M | -18.5% | -20.5% | +2.0% | -9.1% |
| 6M | +21.7% | -18.5% | +40.3% | +33.6% |
| YTD | +25.9% | -18.2% | +44.2% | +37.1% |
| 1Y | -25.1% | -27.5% | +2.4% | -12.8% |
| 3Y | -5.7% | +38.1% | -43.8% | -22.5% |
| 5Y | -73.9% | +44.8% | -118.7% | -79.3% |
| 10Y | -75.6% | +187.1% | -262.8% | -85.7% |
| All | -90.5% | +417.5% | -508.0% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling