-82.2%
MARA vs ROP
+185.2%
-267.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.3% |
| 7D | +10.1% | +0.7% | +9.4% | +9.5% |
| 30D | -15.1% | +28.8% | -43.9% | -32.8% |
| 3M | -24.1% | +21.1% | -45.2% | -37.1% |
| 6M | -45.2% | +52.5% | -97.7% | -65.0% |
| YTD | -22.2% | +8.9% | -31.0% | -32.7% |
| 1Y | -45.3% | +8.2% | -53.5% | -52.6% |
| 3Y | -23.9% | -5.2% | -18.7% | -24.4% |
| 5Y | -90.8% | +1.7% | -92.5% | -91.2% |
| All | -82.2% | +185.2% | -267.4% | -86.0% |
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