+37.6%
MARA vs TSCO
-31.0%
+68.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.4% | +0.8% |
| 7D | +13.8% | -2.5% | +16.3% | +13.8% |
| 30D | +24.7% | -1.1% | +25.8% | +24.5% |
| 3M | -10.4% | +14.3% | -24.7% | -12.3% |
| 6M | +37.6% | -31.9% | +69.5% | +62.2% |
| All | +37.6% | -31.0% | +68.6% | +62.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling