+1,181.7%
MARA vs TE
-49.8%
+1,231.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.7% | +1.8% |
| 7D | +13.8% | +15.0% | -1.1% | +8.3% |
| 30D | +24.7% | -7.5% | +32.2% | +27.3% |
| 3M | -10.4% | -42.0% | +31.5% | +4.9% |
| 6M | +37.6% | -31.4% | +69.1% | +37.5% |
| YTD | +32.7% | -26.5% | +59.2% | +26.7% |
| 1Y | -25.2% | +153.1% | -178.3% | -61.5% |
| 3Y | +9.3% | -20.7% | +29.9% | -29.4% |
| 5Y | -69.3% | -45.4% | -23.9% | -75.7% |
| All | +1,181.7% | -49.8% | +1,231.5% | +1,138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling