-23.6%
MARA vs RCL
+278.1%
-301.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.9% | +9.7% | +10.0% |
| 7D | +2.5% | +8.5% | -6.0% | -2.2% |
| 30D | -23.9% | +20.4% | -44.3% | -32.1% |
| 3M | -23.2% | +11.0% | -34.2% | -28.8% |
| 6M | -43.3% | +24.9% | -68.1% | -51.8% |
| YTD | -18.3% | +23.9% | -42.1% | -35.0% |
| 1Y | -52.9% | +30.8% | -83.7% | -64.9% |
| 3Y | -23.6% | +270.4% | -294.0% | -72.0% |
| All | -23.6% | +278.1% | -301.7% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling