-25.2%
MARA vs RL
+9.8%
-35.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +2.1% |
| 7D | +13.8% | -0.3% | +14.1% | +13.9% |
| 30D | +24.7% | -17.5% | +42.2% | +35.1% |
| 3M | -10.4% | -14.0% | +3.5% | -5.2% |
| 6M | +37.6% | -2.0% | +39.6% | +34.4% |
| YTD | +32.7% | -4.6% | +37.3% | +29.4% |
| 1Y | -25.2% | +9.5% | -34.7% | -34.4% |
| All | -25.2% | +9.8% | -35.0% | -34.4% |
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