-73.6%
MARA vs TPR
+299.5%
-373.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +2.7% |
| 7D | +13.8% | -7.3% | +21.2% | +18.7% |
| 30D | +24.7% | -30.7% | +55.4% | +51.8% |
| 3M | -10.4% | -21.6% | +11.2% | +0.8% |
| 6M | +37.6% | -21.3% | +59.0% | +52.7% |
| YTD | +32.7% | -10.2% | +42.9% | +33.8% |
| 1Y | -25.2% | +9.5% | -34.7% | -33.3% |
| 3Y | +9.3% | +280.8% | -271.5% | -56.5% |
| 5Y | -69.3% | +218.7% | -288.1% | -85.9% |
| 10Y | -73.6% | +306.7% | -380.3% | -90.1% |
| All | -73.6% | +299.5% | -373.0% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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