-31.3%
MARA vs TPR
+407.4%
-438.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +9.0% | +8.5% |
| 7D | -6.2% | +14.2% | -20.4% | -13.0% |
| 30D | -38.7% | +17.1% | -55.8% | -44.0% |
| 3M | -40.4% | -17.7% | -22.7% | -35.4% |
| 6M | -51.3% | -10.2% | -41.1% | -50.4% |
| YTD | -29.3% | +4.9% | -34.2% | -35.6% |
| 1Y | -60.2% | +36.1% | -96.3% | -69.7% |
| 3Y | -31.3% | +416.5% | -447.7% | -84.0% |
| All | -31.3% | +407.4% | -438.7% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling