-25.1%
MARA vs RL
+13.6%
-38.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.4% |
| 7D | +6.0% | -0.8% | +6.8% | +6.3% |
| 30D | +0.6% | -7.8% | +8.4% | +3.4% |
| 3M | -18.5% | -4.0% | -14.5% | -17.8% |
| 6M | +21.7% | -1.9% | +23.6% | +20.1% |
| YTD | +25.9% | -0.2% | +26.1% | +20.9% |
| 1Y | -25.1% | +10.7% | -35.8% | -34.5% |
| All | -25.1% | +13.6% | -38.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling