+8.4%
MARA vs RCL
+180.0%
-171.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.8% |
| 7D | +15.6% | -0.5% | +16.1% | +16.0% |
| 30D | +17.2% | -17.3% | +34.6% | +32.0% |
| 3M | -14.2% | -2.8% | -11.4% | -14.1% |
| 6M | +47.7% | -4.4% | +52.1% | +47.3% |
| YTD | +31.7% | -4.2% | +35.9% | +23.5% |
| 1Y | -22.2% | -23.4% | +1.2% | -12.6% |
| 3Y | +8.4% | +179.4% | -171.0% | -62.6% |
| All | +8.4% | +180.0% | -171.5% | -62.6% |
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