-25.1%
MARA vs TEM
-15.5%
-9.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +6.0% | +0.9% | +5.1% | +5.7% |
| 30D | +0.6% | +38.4% | -37.7% | -13.1% |
| 3M | -18.5% | +23.7% | -42.2% | -26.9% |
| 6M | +21.7% | +26.0% | -4.2% | +5.5% |
| YTD | +25.9% | +9.4% | +16.5% | +14.9% |
| 1Y | -25.1% | -17.3% | -7.9% | -21.1% |
| All | -25.1% | -15.5% | -9.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling