+13.5%
MARA vs RNG
+120.1%
-106.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -1.5% | -9.6% | +8.1% | +2.0% |
| 30D | +18.1% | +8.8% | +9.3% | +14.1% |
| 3M | -9.4% | +78.6% | -88.1% | -31.1% |
| 6M | +33.4% | +70.3% | -36.9% | +0.9% |
| YTD | +27.3% | +140.3% | -113.1% | -25.0% |
| 1Y | -27.9% | +126.6% | -154.5% | -56.1% |
| All | +13.5% | +120.1% | -106.6% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling