-90.1%
MARA vs ROK
+633.8%
-723.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.4% |
| 7D | +15.6% | +2.8% | +12.9% | +13.2% |
| 30D | +17.2% | -2.4% | +19.6% | +19.5% |
| 3M | -14.2% | -4.7% | -9.5% | -11.0% |
| 6M | +47.7% | +16.8% | +30.9% | +31.5% |
| YTD | +31.7% | +11.4% | +20.4% | +22.4% |
| 1Y | -22.2% | +26.2% | -48.3% | -33.9% |
| 3Y | +8.4% | +51.9% | -43.4% | -18.9% |
| 5Y | -68.3% | +46.4% | -114.6% | -75.2% |
| 10Y | -74.9% | +343.5% | -418.4% | -85.9% |
| All | -90.1% | +633.8% | -723.9% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling