-90.4%
MARA vs RJF
+779.7%
-870.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.2% |
| 7D | -1.5% | -4.2% | +2.7% | +2.2% |
| 30D | +18.1% | -3.6% | +21.7% | +21.1% |
| 3M | -9.4% | +15.6% | -25.1% | -21.4% |
| 6M | +33.4% | +17.6% | +15.8% | +13.3% |
| YTD | +27.3% | +9.2% | +18.1% | +15.7% |
| 1Y | -27.9% | +5.5% | -33.5% | -32.0% |
| 3Y | +4.8% | +70.3% | -65.6% | -31.9% |
| 5Y | -68.0% | +106.0% | -174.0% | -80.5% |
| 10Y | -74.7% | +425.1% | -499.7% | -91.9% |
| All | -90.4% | +779.7% | -870.1% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling