-74.1%
MARA vs RIG
-41.2%
-32.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.7% | +6.5% | +5.3% |
| 7D | +5.9% | -3.1% | +9.0% | +6.8% |
| 30D | +24.3% | -0.5% | +24.8% | +24.4% |
| 3M | -12.0% | -6.0% | -6.0% | -11.2% |
| 6M | +40.1% | -10.1% | +50.3% | +41.6% |
| YTD | +33.4% | +37.3% | -3.9% | +19.6% |
| 1Y | -23.7% | +73.9% | -97.7% | -36.4% |
| 3Y | +19.0% | -30.2% | +49.1% | +22.0% |
| 5Y | -66.5% | +62.5% | -128.9% | -73.5% |
| All | -74.1% | -41.2% | -32.9% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling