-74.9%
MARA vs RF
+334.9%
-409.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +5.5% |
| 7D | +15.6% | +2.7% | +13.0% | +13.4% |
| 30D | +17.2% | -3.4% | +20.6% | +19.8% |
| 3M | -14.2% | +6.4% | -20.5% | -18.8% |
| 6M | +47.7% | +13.4% | +34.3% | +32.3% |
| YTD | +31.7% | +14.2% | +17.5% | +16.3% |
| 1Y | -22.2% | +15.7% | -37.9% | -31.9% |
| 3Y | +8.4% | +91.3% | -82.9% | -32.7% |
| 5Y | -68.3% | +89.8% | -158.0% | -78.8% |
| 10Y | -74.9% | +336.7% | -411.5% | -88.9% |
| All | -74.9% | +334.9% | -409.8% | -88.9% |
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