-94.2%
MARA vs ROL
+668.2%
-762.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -4.0% |
| 7D | +10.1% | +3.0% | +7.1% | +8.7% |
| 30D | -15.1% | +19.8% | -34.8% | -22.1% |
| 3M | -24.1% | +7.9% | -32.0% | -27.7% |
| 6M | -45.2% | -25.6% | -19.5% | -38.4% |
| YTD | -22.2% | -34.1% | +12.0% | -7.8% |
| 1Y | -45.3% | -31.4% | -13.9% | -36.9% |
| 3Y | -23.9% | +4.7% | -28.5% | -31.6% |
| 5Y | -90.8% | +15.6% | -106.4% | -92.1% |
| 10Y | -81.0% | +220.6% | -301.6% | -85.5% |
| All | -94.2% | +668.2% | -762.4% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling