-63.0%
MARA vs TEM
+89.7%
-152.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.5% | -4.6% |
| 7D | +22.4% | +7.8% | +14.7% | +19.4% |
| 30D | -21.0% | +11.2% | -32.2% | -23.7% |
| 3M | -25.3% | +39.0% | -64.3% | -34.0% |
| 6M | -43.4% | +61.6% | -105.0% | -52.9% |
| YTD | -19.8% | +28.5% | -48.3% | -29.4% |
| 1Y | -50.0% | +6.7% | -56.8% | -53.4% |
| All | -63.0% | +89.7% | -152.7% | -71.4% |
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 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