-23.7%
MARA vs TLN
-23.3%
-0.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +5.9% | -1.3% | +7.3% | +6.8% |
| 30D | +24.3% | -14.3% | +38.6% | +35.2% |
| 3M | -12.0% | -9.3% | -2.7% | -8.0% |
| 6M | +40.1% | -1.1% | +41.2% | +40.7% |
| YTD | +33.4% | -16.6% | +50.0% | +37.9% |
| 1Y | -23.7% | -22.0% | -1.7% | -18.6% |
| All | -23.7% | -23.3% | -0.4% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling