+485.8%
RIOT vs MARA
-74.3%
+560.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.3% | +0.1% |
| 7D | -1.5% | +5.9% | -7.4% | -4.3% |
| 30D | +5.7% | +24.3% | -18.6% | -5.1% |
| 3M | -17.9% | -12.0% | -5.9% | -11.4% |
| 6M | +45.0% | +40.1% | +4.9% | +23.4% |
| YTD | +69.5% | +33.4% | +36.0% | +48.8% |
| 1Y | +37.2% | -23.7% | +60.9% | +58.6% |
| 3Y | +111.7% | +19.0% | +92.8% | +103.0% |
| 5Y | -27.5% | -66.5% | +39.0% | +20.7% |
| All | +485.8% | -74.3% | +560.1% | +392.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling