-90.5%
MARA vs RVTY
+397.6%
-488.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.2% |
| 7D | +6.0% | +1.1% | +4.9% | +5.1% |
| 30D | +0.6% | +13.2% | -12.6% | -8.4% |
| 3M | -18.5% | +27.2% | -45.8% | -33.4% |
| 6M | +21.7% | +32.4% | -10.7% | -4.9% |
| YTD | +25.9% | +34.9% | -8.9% | -3.7% |
| 1Y | -25.1% | +52.4% | -77.5% | -48.8% |
| 3Y | -5.7% | +12.3% | -18.0% | -20.5% |
| 5Y | -73.9% | -30.8% | -43.1% | -65.9% |
| 10Y | -75.6% | +150.7% | -226.3% | -85.7% |
| All | -90.5% | +397.6% | -488.2% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling