-82.9%
MARA vs RY
+360.9%
-443.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.3% | +9.3% | +9.8% |
| 7D | -6.2% | -0.9% | -5.3% | -5.1% |
| 30D | -38.7% | +5.9% | -44.6% | -43.7% |
| 3M | -40.4% | -4.3% | -36.1% | -36.8% |
| 6M | -51.3% | +12.1% | -63.4% | -59.1% |
| YTD | -29.3% | +20.3% | -49.6% | -45.9% |
| 1Y | -60.2% | +41.0% | -101.2% | -76.0% |
| 3Y | -31.3% | +157.5% | -188.8% | -82.2% |
| 5Y | -90.1% | +123.2% | -213.2% | -96.6% |
| All | -82.9% | +360.9% | -443.8% | -96.6% |
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