-68.3%
MARA vs RCL
+234.0%
-302.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +34.7% |
| 3M | -14.2% | -2.8% | -11.4% | -14.0% |
| 6M | +47.7% | -4.4% | +52.1% | +47.1% |
| YTD | +31.7% | -4.2% | +35.9% | +23.1% |
| 1Y | -22.2% | -23.4% | +1.2% | -13.9% |
| 3Y | +8.4% | +179.4% | -171.0% | -61.5% |
| 5Y | -68.3% | +238.8% | -307.0% | -92.2% |
| All | -68.3% | +234.0% | -302.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling