-81.6%
MARA vs RL
+342.1%
-423.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.5% |
| 7D | +22.4% | +2.4% | +20.1% | +20.6% |
| 30D | -21.0% | +4.6% | -25.5% | -23.1% |
| 3M | -25.3% | -1.1% | -24.2% | -25.4% |
| 6M | -43.4% | +16.5% | -59.9% | -49.6% |
| YTD | -19.8% | +11.4% | -31.2% | -27.2% |
| 1Y | -50.0% | +16.1% | -66.1% | -56.0% |
| 3Y | -25.1% | +252.6% | -277.7% | -67.1% |
| 5Y | -90.5% | +244.9% | -335.4% | -95.6% |
| All | -81.6% | +342.1% | -423.8% | -93.5% |
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 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