-74.1%
MARA vs TSCO
+185.7%
-259.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.8% |
| 7D | +5.9% | -5.7% | +11.6% | +9.7% |
| 30D | +24.3% | -8.8% | +33.0% | +30.9% |
| 3M | -12.0% | +6.3% | -18.3% | -16.9% |
| 6M | +40.1% | -32.3% | +72.4% | +75.2% |
| YTD | +33.4% | -32.7% | +66.1% | +66.9% |
| 1Y | -23.7% | -43.7% | +19.9% | +7.4% |
| 3Y | +19.0% | -19.7% | +38.6% | +27.9% |
| 5Y | -66.5% | -11.6% | -54.9% | -64.5% |
| All | -74.1% | +185.7% | -259.8% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling