+12.8%
MARA vs TLN
+583.6%
-570.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.3% | -4.0% |
| 7D | +6.0% | +7.1% | -1.1% | +3.0% |
| 30D | +0.6% | -3.9% | +4.5% | +2.1% |
| 3M | -18.5% | -16.2% | -2.4% | -12.6% |
| 6M | +21.7% | -5.8% | +27.6% | +24.7% |
| YTD | +25.9% | -15.4% | +41.4% | +31.7% |
| 1Y | -25.1% | -16.7% | -8.5% | -21.2% |
| 3Y | -5.7% | +473.8% | -479.5% | -52.1% |
| All | +12.8% | +583.6% | -570.8% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling