+19.0%
MARA vs TEVA
+280.8%
-261.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.2% |
| 7D | +5.9% | +2.0% | +3.9% | +5.3% |
| 30D | +24.3% | +1.0% | +23.3% | +23.9% |
| 3M | -12.0% | +7.3% | -19.3% | -14.4% |
| 6M | +40.1% | +21.7% | +18.4% | +29.4% |
| YTD | +33.4% | +18.8% | +14.6% | +24.5% |
| 1Y | -23.7% | +86.5% | -110.2% | -39.7% |
| 3Y | +19.0% | +269.4% | -250.5% | -41.9% |
| All | +19.0% | +280.8% | -261.8% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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