-66.3%
MARA vs RIO
+91.0%
-157.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.3% |
| 7D | +5.9% | -3.2% | +9.1% | +9.3% |
| 30D | +24.3% | +0.9% | +23.4% | +24.2% |
| 3M | -12.0% | -1.4% | -10.5% | -10.6% |
| 6M | +40.1% | +10.9% | +29.2% | +27.4% |
| YTD | +33.4% | +31.2% | +2.2% | +4.6% |
| 1Y | -23.7% | +67.9% | -91.7% | -52.6% |
| 3Y | +19.0% | +88.8% | -69.8% | -34.7% |
| All | -66.3% | +91.0% | -157.4% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 5y: compounded portfolio wealth divided by compounded RIO 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…
5y analysis · Full analysis span regression · 6 months rolling