-75.3%
MARA vs ROP
+135.7%
-211.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -3.7% |
| 7D | -1.5% | -8.0% | +6.5% | +5.6% |
| 30D | +18.1% | -2.7% | +20.8% | +20.7% |
| 3M | -9.4% | +16.6% | -26.0% | -24.7% |
| 6M | +33.4% | +10.4% | +23.0% | +15.7% |
| YTD | +27.3% | -12.1% | +39.4% | +35.2% |
| 1Y | -27.9% | -23.6% | -4.3% | -12.4% |
| 3Y | +4.8% | -19.3% | +24.1% | +21.3% |
| 5Y | -68.0% | -15.4% | -52.7% | -63.4% |
| All | -75.3% | +135.7% | -211.0% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling