-66.3%
MARA vs TDY
+39.0%
-105.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +3.3% |
| 7D | +5.9% | -1.1% | +7.0% | +7.4% |
| 30D | +24.3% | -12.0% | +36.3% | +45.4% |
| 3M | -12.0% | -3.2% | -8.8% | -9.4% |
| 6M | +40.1% | -7.9% | +48.0% | +54.5% |
| YTD | +33.4% | +18.2% | +15.2% | +6.4% |
| 1Y | -23.7% | +6.7% | -30.4% | -30.1% |
| 3Y | +19.0% | +47.5% | -28.6% | -30.9% |
| All | -66.3% | +39.0% | -105.4% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling