-90.4%
MARA vs TMO
+1,055.9%
-1,146.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.7% |
| 7D | -1.5% | -2.5% | +1.0% | +0.6% |
| 30D | +18.1% | -0.3% | +18.4% | +19.0% |
| 3M | -9.4% | +25.3% | -34.7% | -26.6% |
| 6M | +33.4% | +20.9% | +12.5% | +9.1% |
| YTD | +27.3% | +4.3% | +23.0% | +19.6% |
| 1Y | -27.9% | +27.0% | -55.0% | -44.3% |
| 3Y | +4.8% | +17.5% | -12.7% | -15.5% |
| 5Y | -68.0% | +6.9% | -75.0% | -70.1% |
| 10Y | -74.7% | +332.0% | -406.6% | -91.4% |
| All | -90.4% | +1,055.9% | -1,146.4% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling