-82.2%
MARA vs RVTY
+211.6%
-293.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -1.5% |
| 7D | +10.1% | -0.5% | +10.5% | +10.5% |
| 30D | -15.1% | +1.5% | -16.6% | -15.3% |
| 3M | -24.1% | +31.5% | -55.6% | -40.1% |
| 6M | -45.2% | +62.7% | -107.8% | -64.8% |
| YTD | -22.2% | +60.0% | -82.1% | -50.1% |
| 1Y | -45.3% | +65.7% | -111.0% | -66.3% |
| 3Y | -23.9% | +85.2% | -109.1% | -59.8% |
| 5Y | -90.8% | -14.9% | -75.9% | -89.7% |
| All | -82.2% | +211.6% | -293.8% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling