-25.1%
MARA vs RIG
+97.6%
-122.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.4% |
| 7D | +6.0% | +0.9% | +5.1% | +5.3% |
| 30D | +0.6% | +13.8% | -13.2% | -4.7% |
| 3M | -18.5% | -6.4% | -12.1% | -16.4% |
| 6M | +21.7% | -8.2% | +29.9% | +21.4% |
| YTD | +25.9% | +41.6% | -15.7% | +0.7% |
| 1Y | -25.1% | +88.7% | -113.9% | -46.6% |
| All | -25.1% | +97.6% | -122.8% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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