-74.1%
MARA vs TD
+306.3%
-380.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.0% |
| 7D | +5.9% | -0.5% | +6.5% | +6.5% |
| 30D | +24.3% | -1.9% | +26.2% | +27.0% |
| 3M | -12.0% | +4.8% | -16.7% | -17.2% |
| 6M | +40.1% | +28.0% | +12.1% | +3.1% |
| YTD | +33.4% | +30.3% | +3.1% | -3.3% |
| 1Y | -23.7% | +59.8% | -83.5% | -57.0% |
| 3Y | +19.0% | +124.7% | -105.7% | -55.8% |
| 5Y | -66.5% | +127.0% | -193.4% | -86.3% |
| All | -74.1% | +306.3% | -380.4% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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