-90.5%
MARA vs ROP
+336.4%
-426.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | +0.2% |
| 7D | +6.0% | -4.4% | +10.4% | +9.8% |
| 30D | +0.6% | +3.2% | -2.6% | -1.9% |
| 3M | -18.5% | +23.1% | -41.6% | -33.2% |
| 6M | +21.7% | +13.3% | +8.4% | +5.7% |
| YTD | +25.9% | -7.9% | +33.8% | +28.3% |
| 1Y | -25.1% | -22.1% | -3.1% | -12.5% |
| 3Y | -5.7% | -16.8% | +11.1% | +5.6% |
| 5Y | -73.9% | -13.5% | -60.4% | -70.8% |
| 10Y | -75.6% | +137.7% | -213.3% | -82.3% |
| All | -90.5% | +336.4% | -426.9% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling