+14.0%
MARA vs TLN
+571.8%
-557.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.1% |
| 7D | -1.5% | +2.0% | -3.4% | -2.3% |
| 30D | +18.1% | -12.9% | +31.0% | +25.0% |
| 3M | -9.4% | -7.4% | -2.0% | -6.6% |
| 6M | +33.4% | -6.0% | +39.4% | +36.7% |
| YTD | +27.3% | -16.9% | +44.2% | +34.1% |
| 1Y | -27.9% | -22.6% | -5.3% | -22.0% |
| 3Y | +4.8% | +469.0% | -464.3% | -46.5% |
| All | +14.0% | +571.8% | -557.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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