-80.3%
MARA vs RF
+248.4%
-328.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.8% | +11.3% | +11.1% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -23.9% | +6.2% | -30.1% | -27.5% |
| 3M | -23.2% | -7.8% | -15.4% | -18.8% |
| 6M | -43.3% | +5.9% | -49.2% | -46.6% |
| YTD | -18.3% | +9.0% | -27.3% | -25.5% |
| 1Y | -52.9% | +19.3% | -72.1% | -60.0% |
| 3Y | -23.6% | +116.4% | -140.1% | -56.4% |
| 5Y | -88.7% | +46.0% | -134.7% | -91.2% |
| 10Y | -80.3% | +239.8% | -320.1% | -89.4% |
| All | -80.3% | +248.4% | -328.7% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling