-75.3%
MARA vs RCL
+344.1%
-419.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -1.5% | -2.5% | +1.0% | -0.3% |
| 30D | +18.1% | -15.7% | +33.8% | +27.5% |
| 3M | -9.4% | -3.6% | -5.8% | -8.6% |
| 6M | +33.4% | -8.7% | +42.0% | +36.9% |
| YTD | +27.3% | -6.2% | +33.4% | +25.5% |
| 1Y | -27.9% | -22.9% | -5.1% | -22.6% |
| 3Y | +4.8% | +173.6% | -168.8% | -36.0% |
| 5Y | -68.0% | +226.6% | -294.6% | -82.3% |
| All | -75.3% | +344.1% | -419.4% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling