-90.0%
MARA vs TGT
+329.0%
-419.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +2.4% |
| 7D | +13.8% | -3.6% | +17.4% | +15.9% |
| 30D | +24.7% | +4.4% | +20.3% | +21.4% |
| 3M | -10.4% | +25.4% | -35.8% | -21.8% |
| 6M | +37.6% | +33.4% | +4.3% | +15.3% |
| YTD | +32.7% | +65.6% | -32.8% | -1.3% |
| 1Y | -25.2% | +80.3% | -105.5% | -47.0% |
| 3Y | +9.3% | +42.1% | -32.9% | -18.8% |
| 5Y | -69.3% | -25.0% | -44.3% | -67.7% |
| 10Y | -73.6% | +208.2% | -281.8% | -79.1% |
| All | -90.0% | +329.0% | -419.1% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling