-66.3%
MARA vs RNG
-68.4%
+2.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +5.9% | -6.1% | +12.0% | +9.1% |
| 30D | +24.3% | +9.6% | +14.7% | +17.9% |
| 3M | -12.0% | +83.3% | -95.3% | -39.8% |
| 6M | +40.1% | +77.9% | -37.8% | -5.9% |
| YTD | +33.4% | +139.9% | -106.5% | -30.6% |
| 1Y | -23.7% | +121.7% | -145.4% | -58.5% |
| 3Y | +19.0% | +121.9% | -102.9% | -38.4% |
| All | -66.3% | -68.4% | +2.0% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling