-90.1%
MARA vs TD
+408.7%
-498.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.7% |
| 7D | +15.6% | +0.9% | +14.8% | +14.6% |
| 30D | +17.2% | -0.7% | +17.9% | +17.9% |
| 3M | -14.2% | +6.3% | -20.4% | -20.3% |
| 6M | +47.7% | +27.9% | +19.8% | +9.9% |
| YTD | +31.7% | +29.8% | +1.9% | -3.0% |
| 1Y | -22.2% | +63.7% | -85.8% | -56.6% |
| 3Y | +8.4% | +128.3% | -119.9% | -59.2% |
| 5Y | -68.3% | +125.5% | -193.8% | -86.5% |
| 10Y | -74.9% | +296.7% | -371.5% | -93.7% |
| All | -90.1% | +408.7% | -498.8% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling