-90.5%
MARA vs TPR
+149.0%
-239.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | -2.3% | +8.3% | +7.3% |
| 30D | +0.6% | -23.0% | +23.6% | +13.4% |
| 3M | -18.5% | -12.5% | -6.0% | -14.4% |
| 6M | +21.7% | -21.4% | +43.2% | +34.5% |
| YTD | +25.9% | -3.5% | +29.5% | +22.8% |
| 1Y | -25.1% | +17.4% | -42.5% | -34.3% |
| 3Y | -5.7% | +291.3% | -297.0% | -57.7% |
| 5Y | -73.9% | +241.9% | -315.9% | -87.0% |
| 10Y | -75.6% | +322.7% | -398.3% | -89.9% |
| All | -90.5% | +149.0% | -239.5% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling