-58.7%
MARA vs TMO
+26.9%
-85.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.5% |
| 7D | -6.5% | +0.3% | -6.8% | -6.6% |
| 30D | -38.5% | +4.3% | -42.8% | -39.4% |
| 3M | -41.5% | +25.1% | -66.7% | -46.2% |
| 6M | -41.9% | +52.9% | -94.8% | -50.8% |
| YTD | -23.5% | +22.2% | -45.7% | -26.4% |
| 1Y | -58.7% | +25.4% | -84.0% | -60.9% |
| All | -58.7% | +26.9% | -85.6% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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