-69.3%
MARA vs RRC
+154.4%
-223.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +13.8% | -1.7% | +15.6% | +14.8% |
| 30D | +24.7% | +3.6% | +21.1% | +22.4% |
| 3M | -10.4% | +8.8% | -19.3% | -15.1% |
| 6M | +37.6% | +0.8% | +36.9% | +34.5% |
| YTD | +32.7% | +19.0% | +13.8% | +19.6% |
| 1Y | -25.2% | +22.9% | -48.1% | -34.0% |
| 3Y | +9.3% | +32.3% | -23.1% | -8.9% |
| 5Y | -69.3% | +151.6% | -220.9% | -80.3% |
| All | -69.3% | +154.4% | -223.7% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling