-41.9%
MARA vs TEM
+61.6%
-103.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +6.0% | +0.9% | +5.1% | +5.8% |
| 30D | +0.6% | +38.4% | -37.7% | -9.8% |
| 3M | -18.5% | +23.7% | -42.2% | -24.7% |
| 6M | +21.7% | +26.0% | -4.2% | +10.4% |
| YTD | +25.9% | +9.4% | +16.5% | +18.9% |
| 1Y | -25.1% | -17.3% | -7.9% | -23.7% |
| All | -41.9% | +61.6% | -103.5% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling