-74.1%
MARA vs TMO
+338.2%
-412.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +3.8% |
| 7D | +5.9% | -0.6% | +6.6% | +6.5% |
| 30D | +24.3% | +1.1% | +23.1% | +23.7% |
| 3M | -12.0% | +28.3% | -40.3% | -30.3% |
| 6M | +40.1% | +23.3% | +16.9% | +12.3% |
| YTD | +33.4% | +5.5% | +28.0% | +24.3% |
| 1Y | -23.7% | +24.5% | -48.3% | -40.1% |
| 3Y | +19.0% | +19.6% | -0.6% | -6.1% |
| 5Y | -66.5% | +8.1% | -74.6% | -69.0% |
| All | -74.1% | +338.2% | -412.3% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling