+8.4%
MARA vs RL
+211.8%
-203.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.4% |
| 7D | +15.6% | +1.9% | +13.8% | +14.1% |
| 30D | +17.2% | -12.2% | +29.5% | +27.8% |
| 3M | -14.2% | -6.6% | -7.5% | -11.2% |
| 6M | +47.7% | +3.2% | +44.5% | +38.6% |
| YTD | +31.7% | -1.3% | +33.0% | +27.7% |
| 1Y | -22.2% | +13.6% | -35.8% | -33.7% |
| 3Y | +8.4% | +210.9% | -202.4% | -70.5% |
| All | +8.4% | +211.8% | -203.4% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling