-74.1%
MARA vs TDY
+479.2%
-553.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +3.7% |
| 7D | +5.9% | -1.1% | +7.0% | +7.0% |
| 30D | +24.3% | -12.0% | +36.3% | +39.6% |
| 3M | -12.0% | -3.2% | -8.8% | -9.8% |
| 6M | +40.1% | -7.9% | +48.0% | +51.4% |
| YTD | +33.4% | +18.2% | +15.2% | +14.6% |
| 1Y | -23.7% | +6.7% | -30.4% | -27.5% |
| 3Y | +19.0% | +47.5% | -28.6% | -15.7% |
| 5Y | -66.5% | +39.5% | -106.0% | -73.6% |
| All | -74.1% | +479.2% | -553.3% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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