-23.7%
MARA vs RBRK
+5.6%
-29.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.5% | +7.4% | +5.3% |
| 7D | +5.9% | -7.5% | +13.4% | +7.6% |
| 30D | +24.3% | -10.4% | +34.7% | +26.9% |
| 3M | -12.0% | +21.3% | -33.3% | -17.0% |
| 6M | +40.1% | +50.6% | -10.5% | +22.2% |
| YTD | +33.4% | +13.3% | +20.1% | +15.8% |
| 1Y | -23.7% | +11.2% | -35.0% | -31.4% |
| All | -23.7% | +5.6% | -29.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling