-23.7%
MARA vs TROW
+4.9%
-28.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +6.3% |
| 7D | +5.9% | -3.2% | +9.1% | +10.2% |
| 30D | +24.3% | -4.6% | +28.9% | +32.4% |
| 3M | -12.0% | -0.7% | -11.3% | -14.4% |
| 6M | +40.1% | +22.2% | +17.9% | -1.2% |
| YTD | +33.4% | +6.6% | +26.8% | +11.7% |
| 1Y | -23.7% | +5.8% | -29.6% | -33.0% |
| All | -23.7% | +4.9% | -28.6% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling