-74.1%
MARA vs ROK
+357.9%
-432.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.3% |
| 7D | +5.9% | -1.2% | +7.2% | +7.1% |
| 30D | +24.3% | -4.8% | +29.1% | +30.1% |
| 3M | -12.0% | -6.1% | -5.9% | -7.1% |
| 6M | +40.1% | +15.5% | +24.6% | +22.7% |
| YTD | +33.4% | +11.2% | +22.2% | +21.7% |
| 1Y | -23.7% | +23.8% | -47.6% | -36.6% |
| 3Y | +19.0% | +53.1% | -34.2% | -18.3% |
| 5Y | -66.5% | +48.3% | -114.8% | -75.8% |
| All | -74.1% | +357.9% | -432.0% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling