-94.7%
MARA vs TPR
+170.7%
-265.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +9.0% | +8.5% |
| 7D | -6.2% | +14.2% | -20.4% | -13.4% |
| 30D | -38.7% | +17.1% | -55.8% | -44.3% |
| 3M | -40.4% | -17.7% | -22.7% | -36.2% |
| 6M | -51.3% | -10.2% | -41.1% | -50.7% |
| YTD | -29.3% | +4.9% | -34.2% | -35.2% |
| 1Y | -60.2% | +36.1% | -96.3% | -68.5% |
| 3Y | -31.3% | +416.5% | -447.7% | -73.8% |
| 5Y | -90.1% | +254.8% | -344.8% | -95.2% |
| 10Y | -81.2% | +391.7% | -472.9% | -92.8% |
| All | -94.7% | +170.7% | -265.4% | -96.2% |
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