-90.5%
MARA vs RY
+534.6%
-625.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.6% |
| 7D | +6.0% | +3.1% | +2.9% | +2.1% |
| 30D | +0.6% | -0.3% | +0.9% | +0.7% |
| 3M | -18.5% | +8.7% | -27.2% | -26.9% |
| 6M | +21.7% | +28.5% | -6.8% | -11.9% |
| YTD | +25.9% | +25.1% | +0.8% | -5.2% |
| 1Y | -25.1% | +46.3% | -71.4% | -53.7% |
| 3Y | -5.7% | +154.9% | -160.7% | -70.4% |
| 5Y | -73.9% | +140.3% | -214.2% | -90.4% |
| 10Y | -75.6% | +377.0% | -452.7% | -95.0% |
| All | -90.5% | +534.6% | -625.1% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling