-47.6%
MARA vs RCL
+29.3%
-76.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.7% | +4.6% |
| 7D | +11.5% | +0.6% | +10.9% | +11.5% |
| 30D | -18.9% | +19.4% | -38.3% | -20.9% |
| 3M | -20.9% | +9.8% | -30.6% | -21.5% |
| 6M | -42.8% | +28.6% | -71.4% | -44.8% |
| YTD | -14.7% | +22.2% | -36.9% | -17.3% |
| 1Y | -47.6% | +29.7% | -77.4% | -48.7% |
| All | -47.6% | +29.3% | -76.9% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling