-90.5%
MARA vs RL
+164.2%
-254.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.6% |
| 7D | +6.0% | -0.8% | +6.8% | +6.5% |
| 30D | +0.6% | -7.8% | +8.4% | +4.3% |
| 3M | -18.5% | -4.0% | -14.5% | -17.4% |
| 6M | +21.7% | -1.9% | +23.6% | +20.9% |
| YTD | +25.9% | -0.2% | +26.1% | +23.8% |
| 1Y | -25.1% | +10.7% | -35.8% | -30.7% |
| 3Y | -5.7% | +210.8% | -216.5% | -48.3% |
| 5Y | -73.9% | +238.2% | -312.2% | -85.7% |
| 10Y | -75.6% | +313.4% | -389.0% | -87.7% |
| All | -90.5% | +164.2% | -254.7% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling