+8.4%
MARA vs TLN
+494.5%
-486.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.5% |
| 7D | +15.6% | +10.9% | +4.7% | +10.8% |
| 30D | +17.2% | -6.3% | +23.6% | +20.4% |
| 3M | -14.2% | -10.7% | -3.5% | -10.3% |
| 6M | +47.7% | +1.6% | +46.1% | +46.9% |
| YTD | +31.7% | -13.1% | +44.8% | +36.3% |
| 1Y | -22.2% | -15.1% | -7.1% | -18.7% |
| 3Y | +8.4% | +495.0% | -486.6% | -49.1% |
| All | +8.4% | +494.5% | -486.0% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling