+18.8%
MARA vs TLN
+589.3%
-570.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.5% |
| 7D | +13.8% | +5.8% | +8.0% | +11.2% |
| 30D | +24.7% | -6.9% | +31.5% | +28.3% |
| 3M | -10.4% | -10.9% | +0.4% | -6.3% |
| 6M | +37.6% | -4.6% | +42.3% | +40.0% |
| YTD | +32.7% | -14.7% | +47.5% | +38.4% |
| 1Y | -25.2% | -17.9% | -7.3% | -20.8% |
| 3Y | +9.3% | +483.9% | -474.6% | -44.8% |
| All | +18.8% | +589.3% | -570.5% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling