-90.4%
MARA vs TROW
+194.7%
-285.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.9% |
| 7D | -1.5% | -3.0% | +1.5% | +1.7% |
| 30D | +18.1% | -5.5% | +23.5% | +25.5% |
| 3M | -9.4% | +2.3% | -11.7% | -12.1% |
| 6M | +33.4% | +23.9% | +9.5% | +6.4% |
| YTD | +27.3% | +7.9% | +19.4% | +18.2% |
| 1Y | -27.9% | +6.1% | -34.1% | -31.3% |
| 3Y | +4.8% | +13.8% | -9.1% | -2.6% |
| 5Y | -68.0% | -38.2% | -29.8% | -45.2% |
| 10Y | -74.7% | +131.3% | -205.9% | -82.2% |
| All | -90.4% | +194.7% | -285.1% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling