-74.2%
MARA vs RCL
+345.4%
-419.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.6% |
| 7D | +13.8% | -2.2% | +16.0% | +15.0% |
| 30D | +24.7% | -15.7% | +40.3% | +34.6% |
| 3M | -10.4% | -8.0% | -2.5% | -7.6% |
| 6M | +37.6% | -10.1% | +47.8% | +42.4% |
| YTD | +32.7% | -5.9% | +38.6% | +30.7% |
| 1Y | -25.2% | -23.5% | -1.7% | -19.4% |
| 3Y | +9.3% | +174.4% | -165.1% | -33.3% |
| 5Y | -69.3% | +227.1% | -296.5% | -83.1% |
| All | -74.2% | +345.4% | -419.6% | -88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling