-51.0%
MARA vs RDW
-0.7%
-50.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.3% | +7.1% | +5.7% |
| 7D | +5.9% | +0.9% | +5.1% | +5.4% |
| 30D | +24.3% | -21.3% | +45.5% | +35.8% |
| 3M | -12.0% | -37.9% | +25.9% | +2.1% |
| 6M | +40.1% | +12.3% | +27.9% | +17.3% |
| YTD | +33.4% | +39.7% | -6.3% | -1.5% |
| 1Y | -23.7% | +25.7% | -49.4% | -43.5% |
| 3Y | +19.0% | +230.8% | -211.9% | -65.2% |
| 5Y | -66.5% | -8.8% | -57.7% | -84.9% |
| All | -51.0% | -0.7% | -50.2% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 all: compounded portfolio wealth divided by compounded RDW 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…
all analysis · Full analysis span regression · 6 months rolling