-38.5%
MARA vs TEM
+47.5%
-86.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.4% | +4.7% |
| 7D | +5.9% | -8.7% | +14.6% | +9.0% |
| 30D | +24.3% | +8.1% | +16.2% | +21.1% |
| 3M | -12.0% | +19.0% | -31.0% | -17.8% |
| 6M | +40.1% | +12.0% | +28.1% | +31.9% |
| YTD | +33.4% | -0.1% | +33.5% | +29.6% |
| 1Y | -23.7% | -33.5% | +9.8% | -16.9% |
| All | -38.5% | +47.5% | -86.0% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling