-58.7%
MARA vs TSCO
-28.6%
-30.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -4.1% |
| 7D | -6.5% | +15.7% | -22.3% | -7.2% |
| 30D | -38.5% | +16.4% | -54.9% | -39.0% |
| 3M | -41.5% | +11.2% | -52.7% | -42.0% |
| 6M | -41.9% | +14.9% | -56.9% | -42.6% |
| YTD | -23.5% | -25.4% | +1.9% | -8.4% |
| 1Y | -58.7% | -29.4% | -29.3% | -50.0% |
| All | -58.7% | -28.6% | -30.0% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling