-69.3%
MARA vs ROL
-6.0%
-63.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.4% |
| 7D | +13.8% | -3.3% | +17.1% | +15.8% |
| 30D | +24.7% | -7.2% | +31.9% | +29.3% |
| 3M | -10.4% | -27.0% | +16.5% | +5.3% |
| 6M | +37.6% | -39.5% | +77.1% | +82.2% |
| YTD | +32.7% | -41.8% | +74.5% | +77.5% |
| 1Y | -25.2% | -38.9% | +13.7% | -5.5% |
| 3Y | +9.3% | -0.4% | +9.6% | -13.8% |
| 5Y | -69.3% | -4.2% | -65.1% | -78.0% |
| All | -69.3% | -6.0% | -63.4% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling