-25.1%
MARA vs RRC
+23.4%
-48.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +6.0% | +1.3% | +4.7% | +5.6% |
| 30D | +0.6% | +10.1% | -9.5% | -2.1% |
| 3M | -18.5% | +4.0% | -22.5% | -19.1% |
| 6M | +21.7% | +1.6% | +20.2% | +19.9% |
| YTD | +25.9% | +19.7% | +6.2% | +14.5% |
| 1Y | -25.1% | +21.4% | -46.6% | -27.4% |
| All | -25.1% | +23.4% | -48.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling