-73.6%
MARA vs RY
+372.5%
-446.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +2.3% |
| 7D | +13.8% | -0.5% | +14.4% | +14.9% |
| 30D | +24.7% | -1.9% | +26.6% | +27.6% |
| 3M | -10.4% | +5.1% | -15.6% | -17.1% |
| 6M | +37.6% | +28.2% | +9.5% | -4.4% |
| YTD | +32.7% | +22.9% | +9.9% | -1.3% |
| 1Y | -25.2% | +45.5% | -70.7% | -56.3% |
| 3Y | +9.3% | +156.7% | -147.4% | -71.2% |
| 5Y | -69.3% | +137.7% | -207.1% | -90.1% |
| 10Y | -73.6% | +375.5% | -449.1% | -94.5% |
| All | -73.6% | +372.5% | -446.1% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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