-74.1%
MARA vs TEL
+316.2%
-390.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +0.7% |
| 7D | +5.9% | +1.6% | +4.3% | +3.9% |
| 30D | +24.3% | -0.7% | +24.9% | +24.6% |
| 3M | -12.0% | +2.4% | -14.4% | -15.8% |
| 6M | +40.1% | +4.1% | +36.0% | +26.6% |
| YTD | +33.4% | -5.8% | +39.2% | +35.2% |
| 1Y | -23.7% | +0.9% | -24.6% | -29.0% |
| 3Y | +19.0% | +72.6% | -53.6% | -44.8% |
| 5Y | -66.5% | +57.5% | -124.0% | -80.2% |
| All | -74.1% | +316.2% | -390.3% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling