-90.5%
MARA vs TECH
+381.7%
-472.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | +0.6% | +0.7% | -0.1% | +0.1% |
| 3M | -18.5% | +36.3% | -54.9% | -36.9% |
| 6M | +21.7% | +25.6% | -3.8% | -4.6% |
| YTD | +25.9% | +23.7% | +2.3% | -0.8% |
| 1Y | -25.1% | +37.6% | -62.8% | -47.4% |
| 3Y | -5.7% | -6.6% | +0.8% | -13.7% |
| 5Y | -73.9% | -42.2% | -31.7% | -63.2% |
| 10Y | -75.6% | +187.6% | -263.2% | -83.2% |
| All | -90.5% | +381.7% | -472.3% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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