+19.0%
MARA vs RJF
+69.0%
-50.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.9% | +4.9% |
| 7D | +5.9% | -2.7% | +8.6% | +9.1% |
| 30D | +24.3% | -4.3% | +28.5% | +29.2% |
| 3M | -12.0% | +15.7% | -27.7% | -26.9% |
| 6M | +40.1% | +17.8% | +22.3% | +12.3% |
| YTD | +33.4% | +9.2% | +24.2% | +17.1% |
| 1Y | -23.7% | +2.8% | -26.5% | -27.4% |
| 3Y | +19.0% | +69.5% | -50.5% | -25.1% |
| All | +19.0% | +69.0% | -50.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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