-73.6%
MARA vs RL
+297.6%
-371.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +2.8% |
| 7D | +13.8% | -0.3% | +14.1% | +14.0% |
| 30D | +24.7% | -17.5% | +42.2% | +39.8% |
| 3M | -10.4% | -14.0% | +3.5% | -2.6% |
| 6M | +37.6% | -2.0% | +39.6% | +35.7% |
| YTD | +32.7% | -4.6% | +37.3% | +33.1% |
| 1Y | -25.2% | +9.5% | -34.7% | -31.6% |
| 3Y | +9.3% | +200.5% | -191.2% | -46.9% |
| 5Y | -69.3% | +226.3% | -295.6% | -85.1% |
| 10Y | -73.6% | +304.8% | -378.4% | -88.9% |
| All | -73.6% | +297.6% | -371.2% | -88.9% |
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