-23.9%
MARA vs RRC
+60.0%
-83.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | +10.1% | +6.4% | +3.7% | +7.4% |
| 30D | -15.1% | +23.9% | -38.9% | -23.5% |
| 3M | -24.1% | +30.2% | -54.3% | -33.8% |
| 6M | -45.2% | +26.3% | -71.4% | -51.9% |
| YTD | -22.2% | +48.1% | -70.2% | -38.6% |
| 1Y | -45.3% | +37.7% | -83.0% | -55.1% |
| 3Y | -23.9% | +60.3% | -84.1% | -46.1% |
| All | -23.9% | +60.0% | -83.8% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling