+8.4%
MARA vs ROL
+1.0%
+7.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +5.0% |
| 7D | +15.6% | -3.4% | +19.1% | +16.2% |
| 30D | +17.2% | -6.9% | +24.2% | +18.6% |
| 3M | -14.2% | -24.6% | +10.5% | -9.5% |
| 6M | +47.7% | -39.5% | +87.2% | +67.0% |
| YTD | +31.7% | -41.1% | +72.8% | +49.3% |
| 1Y | -22.2% | -37.9% | +15.8% | -14.7% |
| 3Y | +8.4% | +0.8% | +7.6% | -10.7% |
| All | +8.4% | +1.0% | +7.4% | -10.7% |
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