-23.7%
MARA vs ROL
-37.8%
+14.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +5.0% |
| 7D | +5.9% | -3.2% | +9.1% | +4.5% |
| 30D | +24.3% | -4.9% | +29.2% | +21.9% |
| 3M | -12.0% | -25.8% | +13.8% | -20.6% |
| 6M | +40.1% | -37.6% | +77.7% | +20.6% |
| YTD | +33.4% | -41.5% | +74.9% | +16.3% |
| 1Y | -23.7% | -39.5% | +15.7% | -31.6% |
| All | -23.7% | -37.8% | +14.0% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling