-66.3%
MARA vs TGT
-25.8%
-40.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +5.9% | -5.2% | +11.2% | +9.7% |
| 30D | +24.3% | +1.2% | +23.1% | +22.5% |
| 3M | -12.0% | +18.4% | -30.4% | -23.5% |
| 6M | +40.1% | +33.4% | +6.7% | +10.4% |
| YTD | +33.4% | +63.8% | -30.4% | -10.0% |
| 1Y | -23.7% | +77.2% | -100.9% | -51.7% |
| 3Y | +19.0% | +41.8% | -22.8% | -27.2% |
| All | -66.3% | -25.8% | -40.5% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling