-94.2%
MARA vs RMD
+759.1%
-853.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | +10.1% | +2.1% | +8.0% | +9.1% |
| 30D | -15.1% | +2.1% | -17.2% | -16.3% |
| 3M | -24.1% | +6.2% | -30.3% | -27.0% |
| 6M | -45.2% | +19.4% | -64.6% | -50.9% |
| YTD | -22.2% | +0.5% | -22.7% | -24.6% |
| 1Y | -45.3% | -3.9% | -41.4% | -45.9% |
| 3Y | -23.9% | +72.5% | -96.4% | -44.5% |
| 5Y | -90.8% | -1.5% | -89.3% | -91.2% |
| 10Y | -81.0% | +345.8% | -426.8% | -87.7% |
| All | -94.2% | +759.1% | -853.2% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling