-52.9%
MARA vs RF
+19.4%
-72.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.8% | +11.3% | +10.8% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | -23.9% | +6.2% | -30.1% | -25.3% |
| 3M | -23.2% | -7.8% | -15.4% | -21.7% |
| 6M | -43.3% | +5.9% | -49.2% | -45.5% |
| YTD | -18.3% | +9.0% | -27.3% | -26.4% |
| 1Y | -52.9% | +19.3% | -72.1% | -61.4% |
| All | -52.9% | +19.4% | -72.3% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling