-74.1%
MARA vs TGT
+207.4%
-281.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +5.9% | -5.2% | +11.2% | +9.0% |
| 30D | +24.3% | +1.2% | +23.1% | +22.9% |
| 3M | -12.0% | +18.4% | -30.4% | -21.3% |
| 6M | +40.1% | +33.4% | +6.7% | +16.0% |
| YTD | +33.4% | +63.8% | -30.4% | -2.1% |
| 1Y | -23.7% | +77.2% | -100.9% | -46.7% |
| 3Y | +19.0% | +41.8% | -22.8% | -13.9% |
| 5Y | -66.5% | -25.5% | -40.9% | -64.5% |
| All | -74.1% | +207.4% | -281.4% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling