+462.8%
RTX vs MARA
-85.6%
+548.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | +0.4% |
| 7D | +1.4% | +11.5% | -10.1% | +1.2% |
| 30D | +7.8% | -18.9% | +26.7% | +8.1% |
| 3M | -9.8% | -20.9% | +11.1% | -9.6% |
| 6M | +13.5% | -42.8% | +56.3% | +14.2% |
| YTD | +10.9% | -14.7% | +25.6% | +10.6% |
| 1Y | +14.0% | -47.6% | +61.6% | +14.5% |
| 3Y | +159.9% | -20.3% | +180.2% | +155.2% |
| 5Y | +151.7% | -89.2% | +240.8% | +149.2% |
| 10Y | +269.0% | -79.2% | +348.2% | +236.8% |
| All | +462.8% | -85.6% | +548.3% | +412.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling