-74.1%
MARA vs TROW
+130.0%
-204.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +6.1% |
| 7D | +5.9% | -3.2% | +9.1% | +9.5% |
| 30D | +24.3% | -4.6% | +28.9% | +31.2% |
| 3M | -12.0% | -0.7% | -11.3% | -12.2% |
| 6M | +40.1% | +22.2% | +17.9% | +12.2% |
| YTD | +33.4% | +6.6% | +26.8% | +24.8% |
| 1Y | -23.7% | +5.8% | -29.6% | -27.4% |
| 3Y | +19.0% | +11.6% | +7.4% | +12.0% |
| 5Y | -66.5% | -38.9% | -27.6% | -42.7% |
| All | -74.1% | +130.0% | -204.1% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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