-82.2%
MARA vs RF
+223.4%
-305.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.9% |
| 7D | +10.1% | +1.9% | +8.1% | +8.4% |
| 30D | -15.1% | +7.3% | -22.4% | -19.7% |
| 3M | -24.1% | -7.9% | -16.2% | -19.7% |
| 6M | -45.2% | +10.5% | -55.7% | -50.0% |
| YTD | -22.2% | +9.6% | -31.8% | -29.4% |
| 1Y | -45.3% | +20.3% | -65.6% | -53.9% |
| 3Y | -23.9% | +119.5% | -143.4% | -57.0% |
| 5Y | -90.8% | +48.2% | -139.0% | -92.9% |
| All | -82.2% | +223.4% | -305.5% | -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