-81.6%
MARA vs RCL
+338.4%
-420.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.9% | -2.1% | -4.2% |
| 7D | +22.4% | -0.2% | +22.7% | +22.8% |
| 30D | -21.0% | +14.4% | -35.3% | -25.9% |
| 3M | -25.3% | +5.2% | -30.5% | -28.0% |
| 6M | -43.4% | +26.1% | -69.5% | -50.2% |
| YTD | -19.8% | +17.4% | -37.2% | -29.5% |
| 1Y | -50.0% | +24.7% | -74.7% | -57.7% |
| 3Y | -25.1% | +250.9% | -276.0% | -59.7% |
| 5Y | -90.5% | +293.8% | -384.4% | -95.3% |
| All | -81.6% | +338.4% | -420.0% | -91.9% |
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