-66.3%
MARA vs TKO
+291.2%
-357.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.5% | +4.6% |
| 7D | +5.9% | +2.3% | +3.6% | +4.8% |
| 30D | +24.3% | -2.5% | +26.7% | +25.3% |
| 3M | -12.0% | -10.6% | -1.4% | -8.0% |
| 6M | +40.1% | -5.1% | +45.2% | +41.4% |
| YTD | +33.4% | -8.2% | +41.6% | +36.1% |
| 1Y | -23.7% | -4.4% | -19.3% | -24.0% |
| 3Y | +19.0% | +100.4% | -81.4% | -24.5% |
| All | -66.3% | +291.2% | -357.5% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling