-91.3%
MARA vs RL
+240.9%
-332.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.3% | -1.0% |
| 7D | +3.3% | +0.2% | +3.0% | +3.0% |
| 30D | -31.2% | +7.3% | -38.5% | -35.9% |
| 3M | -34.2% | +1.0% | -35.2% | -36.1% |
| 6M | -48.7% | +11.8% | -60.5% | -56.1% |
| YTD | -26.1% | +13.6% | -39.7% | -39.1% |
| 1Y | -58.2% | +24.0% | -82.2% | -69.1% |
| 3Y | -28.1% | +256.6% | -284.6% | -86.7% |
| 5Y | -91.3% | +240.2% | -331.5% | -98.5% |
| All | -91.3% | +240.9% | -332.2% | -98.5% |
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 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