-25.1%
MARA vs TGT
+84.5%
-109.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | +0.6% | +12.2% | -11.6% | -3.0% |
| 3M | -18.5% | +33.8% | -52.3% | -27.4% |
| 6M | +21.7% | +39.3% | -17.6% | +4.4% |
| YTD | +25.9% | +72.9% | -46.9% | -7.4% |
| 1Y | -25.1% | +84.6% | -109.7% | -47.6% |
| All | -25.1% | +84.5% | -109.6% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling