-90.5%
MARA vs RRC
-29.2%
-61.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | +6.0% | +1.3% | +4.7% | +5.5% |
| 30D | +0.6% | +10.1% | -9.5% | -2.5% |
| 3M | -18.5% | +4.0% | -22.5% | -20.0% |
| 6M | +21.7% | +1.6% | +20.2% | +19.8% |
| YTD | +25.9% | +19.7% | +6.2% | +18.0% |
| 1Y | -25.1% | +21.4% | -46.6% | -30.3% |
| 3Y | -5.7% | +29.7% | -35.4% | -14.6% |
| 5Y | -73.9% | +153.9% | -227.8% | -80.8% |
| 10Y | -75.6% | +10.8% | -86.4% | -80.8% |
| All | -90.5% | -29.2% | -61.3% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling