-16.6%
MARA vs ROL
+4.8%
-21.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.4% |
| 7D | +11.5% | +0.8% | +10.7% | +11.4% |
| 30D | -18.9% | +20.6% | -39.4% | -20.1% |
| 3M | -20.9% | +4.5% | -25.4% | -20.7% |
| 6M | -42.8% | -26.5% | -16.3% | -38.0% |
| YTD | -14.7% | -34.8% | +20.1% | -4.5% |
| 1Y | -47.6% | -33.2% | -14.5% | -42.3% |
| All | -16.6% | +4.8% | -21.3% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling