-68.0%
MARA vs RJF
+101.5%
-169.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -2.7% |
| 7D | -1.5% | -4.2% | +2.7% | +3.9% |
| 30D | +18.1% | -3.6% | +21.7% | +22.4% |
| 3M | -9.4% | +15.6% | -25.1% | -26.6% |
| 6M | +33.4% | +17.6% | +15.8% | +4.2% |
| YTD | +27.3% | +9.2% | +18.1% | +9.4% |
| 1Y | -27.9% | +5.5% | -33.5% | -34.8% |
| 3Y | +4.8% | +70.3% | -65.6% | -49.6% |
| 5Y | -68.0% | +106.0% | -174.0% | -87.7% |
| All | -68.0% | +101.5% | -169.5% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling