-68.3%
MARA vs RL
+241.4%
-309.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.6% |
| 7D | +15.6% | +1.9% | +13.8% | +13.6% |
| 30D | +17.2% | -12.2% | +29.5% | +30.9% |
| 3M | -14.2% | -6.6% | -7.5% | -10.6% |
| 6M | +47.7% | +3.2% | +44.5% | +35.8% |
| YTD | +31.7% | -1.3% | +33.0% | +26.0% |
| 1Y | -22.2% | +13.6% | -35.8% | -36.4% |
| 3Y | +8.4% | +210.9% | -202.4% | -73.8% |
| 5Y | -68.3% | +246.9% | -315.1% | -93.3% |
| All | -68.3% | +241.4% | -309.7% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling