-70.7%
MARA vs RNG
+309.1%
-379.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +6.5% |
| 7D | +15.6% | -0.8% | +16.5% | +16.1% |
| 30D | +17.2% | +11.4% | +5.8% | +10.9% |
| 3M | -14.2% | +72.1% | -86.2% | -36.9% |
| 6M | +47.7% | +67.9% | -20.2% | +6.9% |
| YTD | +31.7% | +144.3% | -112.6% | -25.3% |
| 1Y | -22.2% | +117.5% | -139.7% | -53.4% |
| 3Y | +8.4% | +123.9% | -115.4% | -37.4% |
| 5Y | -68.3% | -70.1% | +1.8% | -58.9% |
| 10Y | -74.9% | +215.9% | -290.7% | -77.9% |
| All | -70.7% | +309.1% | -379.8% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling