+8.4%
MARA vs RY
+159.6%
-151.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.7% |
| 7D | +15.6% | +2.7% | +12.9% | +11.2% |
| 30D | +17.2% | -1.0% | +18.2% | +18.5% |
| 3M | -14.2% | +7.6% | -21.8% | -24.1% |
| 6M | +47.7% | +29.5% | +18.2% | -2.6% |
| YTD | +31.7% | +24.2% | +7.6% | -6.5% |
| 1Y | -22.2% | +46.4% | -68.6% | -57.3% |
| 3Y | +8.4% | +159.4% | -151.0% | -75.3% |
| All | +8.4% | +159.6% | -151.1% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling