+19.0%
MARA vs TKO
+102.7%
-83.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.5% | +4.7% |
| 7D | +5.9% | +2.3% | +3.6% | +5.2% |
| 30D | +24.3% | -2.5% | +26.7% | +24.9% |
| 3M | -12.0% | -10.6% | -1.4% | -9.0% |
| 6M | +40.1% | -5.1% | +45.2% | +41.2% |
| YTD | +33.4% | -8.2% | +41.6% | +35.7% |
| 1Y | -23.7% | -4.4% | -19.3% | -23.8% |
| 3Y | +19.0% | +100.4% | -81.4% | -10.7% |
| All | +19.0% | +102.7% | -83.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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