-68.3%
MARA vs TPR
+230.0%
-298.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.7% | +8.3% | +7.5% |
| 7D | +15.6% | -3.4% | +19.0% | +18.5% |
| 30D | +17.2% | -27.3% | +44.6% | +46.7% |
| 3M | -14.2% | -16.2% | +2.1% | -5.3% |
| 6M | +47.7% | -17.9% | +65.6% | +62.5% |
| YTD | +31.7% | -7.1% | +38.9% | +26.9% |
| 1Y | -22.2% | +13.6% | -35.8% | -37.8% |
| 3Y | +8.4% | +293.7% | -285.3% | -78.1% |
| 5Y | -68.3% | +239.1% | -307.4% | -92.3% |
| All | -68.3% | +230.0% | -298.2% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling