+59.4%
RBLX vs MARA
+13.6%
+45.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.8% | -3.4% | +0.7% |
| 7D | +5.1% | +5.9% | -0.9% | +4.1% |
| 30D | +28.0% | +24.3% | +3.8% | +23.2% |
| 3M | +4.6% | -12.0% | +16.6% | +5.3% |
| 6M | -24.7% | +40.1% | -64.8% | -30.0% |
| YTD | -43.8% | +33.4% | -77.3% | -47.9% |
| 1Y | -65.8% | -23.7% | -42.0% | -65.9% |
| 3Y | +59.4% | +19.0% | +40.4% | +44.1% |
| All | +59.4% | +13.6% | +45.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 3y: compounded portfolio wealth divided by compounded MARA 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…
3y analysis · Full analysis span regression · 6 months rolling