-90.4%
MARA vs TDY
+838.5%
-928.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.3% |
| 7D | -1.5% | -1.9% | +0.4% | 0.0% |
| 30D | +18.1% | -12.5% | +30.6% | +31.6% |
| 3M | -9.4% | -0.8% | -8.6% | -9.2% |
| 6M | +33.4% | -9.0% | +42.3% | +44.5% |
| YTD | +27.3% | +16.8% | +10.5% | +12.6% |
| 1Y | -27.9% | +9.5% | -37.4% | -32.5% |
| 3Y | +4.8% | +45.4% | -40.6% | -21.2% |
| 5Y | -68.0% | +37.8% | -105.8% | -73.5% |
| 10Y | -74.7% | +470.2% | -544.9% | -88.5% |
| All | -90.4% | +838.5% | -928.9% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling