-79.2%
MARA vs RL
+347.1%
-426.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.2% |
| 7D | +11.5% | -4.4% | +15.9% | +15.0% |
| 30D | -18.9% | +5.6% | -24.4% | -21.6% |
| 3M | -20.9% | -0.6% | -20.2% | -21.2% |
| 6M | -42.8% | +15.5% | -58.3% | -48.8% |
| YTD | -14.7% | +12.3% | -27.0% | -23.0% |
| 1Y | -47.6% | +19.3% | -67.0% | -54.7% |
| 3Y | -20.3% | +255.5% | -275.8% | -65.3% |
| 5Y | -89.2% | +247.1% | -336.2% | -95.0% |
| 10Y | -79.2% | +346.0% | -425.2% | -92.0% |
| All | -79.2% | +347.1% | -426.3% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling