-74.1%
MARA vs RMD
+274.3%
-348.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.1% |
| 7D | +5.9% | -4.4% | +10.3% | +8.5% |
| 30D | +24.3% | -3.1% | +27.4% | +26.2% |
| 3M | -12.0% | +13.8% | -25.8% | -19.9% |
| 6M | +40.1% | -8.6% | +48.7% | +44.0% |
| YTD | +33.4% | -8.6% | +42.0% | +36.5% |
| 1Y | -23.7% | -19.7% | -4.1% | -15.8% |
| 3Y | +19.0% | +48.4% | -29.4% | -13.7% |
| 5Y | -66.5% | -22.7% | -43.8% | -64.1% |
| All | -74.1% | +274.3% | -348.4% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling