-93.9%
MARA vs RY
+513.8%
-607.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +0.6% | +15.0% | +14.8% |
| 7D | +2.5% | -0.6% | +3.1% | +3.4% |
| 30D | -23.9% | +6.1% | -30.1% | -29.5% |
| 3M | -23.2% | -3.4% | -19.9% | -20.0% |
| 6M | -43.3% | +12.8% | -56.1% | -51.6% |
| YTD | -18.3% | +21.0% | -39.3% | -35.8% |
| 1Y | -52.9% | +40.5% | -93.3% | -69.5% |
| 3Y | -23.6% | +159.9% | -183.5% | -76.7% |
| 5Y | -88.7% | +125.0% | -213.6% | -95.5% |
| 10Y | -80.3% | +350.6% | -430.9% | -95.7% |
| All | -93.9% | +513.8% | -607.7% | -99.0% |
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