-66.3%
MARA vs TDG
+126.1%
-192.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +3.7% |
| 7D | +5.9% | -1.9% | +7.8% | +7.8% |
| 30D | +24.3% | -7.7% | +32.0% | +32.9% |
| 3M | -12.0% | -9.3% | -2.7% | -5.2% |
| 6M | +40.1% | -9.4% | +49.5% | +47.7% |
| YTD | +33.4% | -14.3% | +47.7% | +47.2% |
| 1Y | -23.7% | -11.8% | -11.9% | -19.7% |
| 3Y | +19.0% | +52.0% | -33.0% | -44.6% |
| All | -66.3% | +126.1% | -192.4% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 5y: compounded portfolio wealth divided by compounded TDG 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…
5y analysis · Full analysis span regression · 6 months rolling