-60.7%
MARA vs TEM
+98.6%
-159.2%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.7% | +4.8% |
| 7D | +11.5% | +5.1% | +6.4% | +9.8% |
| 30D | -18.9% | +16.8% | -35.7% | -22.9% |
| 3M | -20.9% | +42.6% | -63.5% | -30.7% |
| 6M | -42.8% | +63.9% | -106.7% | -52.7% |
| YTD | -14.7% | +34.5% | -49.2% | -26.0% |
| 1Y | -47.6% | +11.0% | -58.6% | -51.8% |
| All | -60.7% | +98.6% | -159.2% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling