-75.3%
MARA vs TAP
-50.5%
-24.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -1.5% | -5.3% | +3.8% | -0.2% |
| 30D | +18.1% | -7.4% | +25.4% | +20.1% |
| 3M | -9.4% | -4.9% | -4.5% | -9.1% |
| 6M | +33.4% | -14.2% | +47.6% | +37.5% |
| YTD | +27.3% | -14.8% | +42.1% | +30.4% |
| 1Y | -27.9% | -18.1% | -9.8% | -25.5% |
| 3Y | +4.8% | -32.7% | +37.5% | +14.1% |
| 5Y | -68.0% | -0.5% | -67.5% | -68.0% |
| All | -75.3% | -50.5% | -24.8% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling