-93.9%
MARA vs TPR
+176.4%
-270.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.9% | +10.7% |
| 7D | +2.5% | +12.1% | -9.6% | -4.2% |
| 30D | -23.9% | +16.7% | -40.6% | -30.7% |
| 3M | -23.2% | -17.4% | -5.8% | -17.9% |
| 6M | -43.3% | +2.3% | -45.6% | -46.2% |
| YTD | -18.3% | +7.1% | -25.4% | -25.8% |
| 1Y | -52.9% | +29.5% | -82.4% | -61.5% |
| 3Y | -23.6% | +415.0% | -438.7% | -70.9% |
| 5Y | -88.7% | +261.5% | -350.2% | -94.6% |
| 10Y | -80.3% | +383.3% | -463.6% | -92.4% |
| All | -93.9% | +176.4% | -270.3% | -95.7% |
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