-94.0%
MARA vs TAP
+36.1%
-130.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | +22.4% | -6.3% | +28.8% | +24.2% |
| 30D | -21.0% | +2.7% | -23.7% | -22.0% |
| 3M | -25.3% | -3.7% | -21.6% | -25.5% |
| 6M | -43.4% | -2.0% | -41.4% | -44.2% |
| YTD | -19.8% | -12.3% | -7.5% | -19.2% |
| 1Y | -50.0% | -10.1% | -40.0% | -50.1% |
| 3Y | -25.1% | -25.3% | +0.2% | -21.4% |
| 5Y | -90.5% | -1.9% | -88.6% | -90.6% |
| 10Y | -80.4% | -47.8% | -32.6% | -79.3% |
| All | -94.0% | +36.1% | -130.1% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling