-94.2%
MARA vs TECH
+384.7%
-478.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +10.1% | +0.1% | +9.9% | +10.0% |
| 30D | -15.1% | +0.5% | -15.6% | -15.4% |
| 3M | -24.1% | +1.1% | -25.2% | -24.7% |
| 6M | -45.2% | +62.8% | -108.0% | -63.0% |
| YTD | -22.2% | +24.5% | -46.6% | -39.0% |
| 1Y | -45.3% | +20.6% | -66.0% | -56.2% |
| 3Y | -23.9% | +29.5% | -53.3% | -47.0% |
| 5Y | -90.8% | -40.9% | -49.9% | -87.2% |
| 10Y | -81.0% | +189.5% | -270.5% | -87.0% |
| All | -94.2% | +384.7% | -478.9% | -96.9% |
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