-82.2%
MARA vs RCL
+340.1%
-422.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | +10.1% | -1.2% | +11.3% | +10.8% |
| 30D | -15.1% | +17.8% | -32.9% | -21.6% |
| 3M | -24.1% | +4.9% | -29.0% | -26.8% |
| 6M | -45.2% | +23.7% | -68.9% | -51.3% |
| YTD | -22.2% | +17.8% | -40.0% | -31.7% |
| 1Y | -45.3% | +28.9% | -74.2% | -54.5% |
| 3Y | -23.9% | +241.9% | -265.7% | -58.6% |
| 5Y | -90.8% | +295.4% | -386.2% | -95.4% |
| All | -82.2% | +340.1% | -422.3% | -92.2% |
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