-38.8%
MARA vs TEM
+53.2%
-92.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.4% | +2.2% |
| 7D | +13.8% | -1.1% | +14.9% | +14.3% |
| 30D | +24.7% | +11.3% | +13.4% | +20.3% |
| 3M | -10.4% | +25.5% | -36.0% | -17.8% |
| 6M | +37.6% | +17.1% | +20.5% | +27.7% |
| YTD | +32.7% | +3.8% | +29.0% | +27.4% |
| 1Y | -25.2% | -24.4% | -0.8% | -21.7% |
| All | -38.8% | +53.2% | -92.0% | -48.4% |
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