-90.1%
MARA vs RIO
+409.7%
-499.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.2% |
| 7D | +15.6% | +1.9% | +13.7% | +13.9% |
| 30D | +17.2% | +5.0% | +12.3% | +13.5% |
| 3M | -14.2% | +5.1% | -19.3% | -17.2% |
| 6M | +47.7% | +17.6% | +30.1% | +30.4% |
| YTD | +31.7% | +36.3% | -4.6% | +4.5% |
| 1Y | -22.2% | +71.2% | -93.4% | -48.5% |
| 3Y | +8.4% | +102.7% | -94.3% | -37.1% |
| 5Y | -68.3% | +99.6% | -167.9% | -81.2% |
| 10Y | -74.9% | +603.1% | -678.0% | -91.5% |
| All | -90.1% | +409.7% | -499.8% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling