-23.9%
MARA vs RGEN
+15.2%
-39.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.3% |
| 7D | +10.1% | -3.3% | +13.4% | +11.9% |
| 30D | -15.1% | -5.8% | -9.2% | -11.9% |
| 3M | -24.1% | +0.2% | -24.3% | -24.2% |
| 6M | -45.2% | +56.8% | -101.9% | -57.9% |
| YTD | -22.2% | +2.4% | -24.6% | -24.7% |
| 1Y | -45.3% | +11.4% | -56.7% | -49.7% |
| 3Y | -23.9% | +15.2% | -39.0% | -22.9% |
| All | -23.9% | +15.2% | -39.0% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling