-94.2%
MARA vs TRMB
+113.8%
-207.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.6% |
| 7D | +10.1% | +2.8% | +7.3% | +7.6% |
| 30D | -15.1% | -5.9% | -9.2% | -12.3% |
| 3M | -24.1% | -3.3% | -20.8% | -23.6% |
| 6M | -45.2% | +1.3% | -46.5% | -48.3% |
| YTD | -22.2% | -29.0% | +6.8% | -0.8% |
| 1Y | -45.3% | -27.8% | -17.5% | -31.4% |
| 3Y | -23.9% | +36.3% | -60.2% | -41.4% |
| 5Y | -90.8% | -35.8% | -55.0% | -85.7% |
| 10Y | -81.0% | +103.1% | -184.1% | -82.1% |
| All | -94.2% | +113.8% | -207.9% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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