-68.0%
MARA vs TE
-49.6%
-18.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.7% | +2.6% | -1.7% |
| 7D | -1.5% | +0.9% | -2.3% | -1.9% |
| 30D | +18.1% | -16.3% | +34.3% | +24.9% |
| 3M | -9.4% | -40.8% | +31.3% | +5.2% |
| 6M | +33.4% | -42.6% | +76.0% | +42.9% |
| YTD | +27.3% | -31.4% | +58.7% | +24.6% |
| 1Y | -27.9% | +144.9% | -172.9% | -62.3% |
| 3Y | +4.8% | -26.0% | +30.8% | -27.9% |
| 5Y | -68.0% | -48.5% | -19.5% | -70.2% |
| All | -68.0% | -49.6% | -18.4% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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