-64.1%
MARA vs TEM
+79.0%
-143.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.7% | +2.7% | -1.1% |
| 7D | +10.1% | -5.9% | +15.9% | +11.9% |
| 30D | -15.1% | +4.8% | -19.9% | -16.5% |
| 3M | -24.1% | +31.9% | -56.0% | -31.8% |
| 6M | -45.2% | +56.0% | -101.2% | -53.9% |
| YTD | -22.2% | +21.3% | -43.4% | -30.2% |
| 1Y | -45.3% | +5.4% | -50.7% | -48.8% |
| All | -64.1% | +79.0% | -143.1% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling