-90.0%
MARA vs TEL
+660.4%
-750.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.9% |
| 7D | +13.8% | +1.2% | +12.6% | +12.5% |
| 30D | +24.7% | -4.1% | +28.8% | +29.7% |
| 3M | -10.4% | -2.6% | -7.9% | -9.1% |
| 6M | +37.6% | 0.0% | +37.6% | +31.5% |
| YTD | +32.7% | -9.1% | +41.8% | +40.2% |
| 1Y | -25.2% | -0.8% | -24.3% | -28.1% |
| 3Y | +9.3% | +67.4% | -58.1% | -42.1% |
| 5Y | -69.3% | +51.8% | -121.1% | -79.5% |
| 10Y | -73.6% | +299.4% | -373.0% | -91.4% |
| All | -90.0% | +660.4% | -750.4% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling