+279.2%
RTX vs MARA
-74.3%
+353.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.3% |
| 7D | -1.5% | +5.9% | -7.5% | -1.7% |
| 30D | -11.0% | +24.3% | -35.2% | -11.6% |
| 3M | +7.7% | -12.0% | +19.6% | +7.7% |
| 6M | -3.9% | +40.1% | -44.0% | -5.2% |
| YTD | +9.0% | +33.4% | -24.5% | +7.4% |
| 1Y | +27.3% | -23.7% | +51.0% | +26.9% |
| 3Y | +172.9% | +19.0% | +153.9% | +162.3% |
| 5Y | +165.2% | -66.5% | +231.6% | +154.1% |
| All | +279.2% | -74.3% | +353.5% | +241.2% |
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