-31.3%
MARA vs ROIV
+314.9%
-346.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.2% | +1.8% | +3.6% |
| 7D | -6.2% | +5.3% | -11.5% | -9.4% |
| 30D | -38.7% | +11.9% | -50.6% | -43.3% |
| 3M | -40.4% | +10.7% | -51.1% | -45.6% |
| 6M | -51.3% | +34.9% | -86.2% | -62.3% |
| YTD | -29.3% | +79.2% | -108.5% | -56.2% |
| 1Y | -60.2% | +89.0% | -149.2% | -76.4% |
| 3Y | -31.3% | +337.3% | -368.6% | -75.8% |
| All | -31.3% | +314.9% | -346.2% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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