+135.4%
MARA vs RKT
-12.9%
+148.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +5.9% | -6.3% | +12.2% | +8.6% |
| 30D | +24.3% | -6.2% | +30.5% | +27.2% |
| 3M | -12.0% | -1.9% | -10.1% | -12.9% |
| 6M | +40.1% | -13.0% | +53.1% | +44.1% |
| YTD | +33.4% | -31.9% | +65.3% | +49.2% |
| 1Y | -23.7% | -37.6% | +13.8% | -12.3% |
| 3Y | +19.0% | +36.8% | -17.8% | -5.0% |
| 5Y | -66.5% | -9.7% | -56.7% | -72.4% |
| All | +135.4% | -12.9% | +148.2% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 10y: compounded portfolio wealth divided by compounded RKT 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…
10y analysis · Full analysis span regression · 6 months rolling