-21.6%
MARA vs ROP
-5.5%
-16.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | +22.4% | -2.7% | +25.1% | +23.4% |
| 30D | -21.0% | +29.7% | -50.7% | -29.3% |
| 3M | -25.3% | +21.2% | -46.5% | -31.1% |
| 6M | -43.4% | +48.3% | -91.7% | -55.8% |
| YTD | -19.8% | +8.4% | -28.2% | -19.6% |
| 1Y | -50.0% | +6.0% | -56.0% | -48.8% |
| All | -21.6% | -5.5% | -16.1% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling