-74.1%
MARA vs RGEN
+415.7%
-489.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.6% |
| 7D | +5.9% | -1.4% | +7.4% | +6.9% |
| 30D | +24.3% | -0.3% | +24.6% | +25.1% |
| 3M | -12.0% | +23.9% | -35.9% | -24.4% |
| 6M | +40.1% | +38.5% | +1.6% | +9.9% |
| YTD | +33.4% | +0.8% | +32.6% | +28.5% |
| 1Y | -23.7% | +38.2% | -62.0% | -40.8% |
| 3Y | +19.0% | +1.3% | +17.7% | +2.9% |
| 5Y | -66.5% | -44.0% | -22.5% | -59.2% |
| All | -74.1% | +415.7% | -489.8% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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