+455.2%
RTX vs MARA
-86.8%
+542.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.2% |
| 7D | +4.8% | +10.1% | -5.3% | +4.6% |
| 30D | +6.5% | -15.1% | +21.6% | +6.7% |
| 3M | -9.6% | -24.1% | +14.5% | -9.4% |
| 6M | +12.3% | -45.2% | +57.5% | +13.1% |
| YTD | +9.5% | -22.2% | +31.6% | +9.3% |
| 1Y | +15.8% | -45.3% | +61.2% | +16.3% |
| 3Y | +157.0% | -23.9% | +180.9% | +152.5% |
| 5Y | +148.8% | -90.8% | +239.6% | +147.0% |
| 10Y | +264.0% | -81.0% | +345.0% | +232.8% |
| All | +455.2% | -86.8% | +542.0% | +406.5% |
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