-90.4%
MARA vs TSCO
+317.2%
-407.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.5% |
| 7D | -1.5% | -3.1% | +1.7% | -0.1% |
| 30D | +18.1% | -4.4% | +22.4% | +20.1% |
| 3M | -9.4% | +9.7% | -19.1% | -14.3% |
| 6M | +33.4% | -32.4% | +65.8% | +57.7% |
| YTD | +27.3% | -31.7% | +58.9% | +49.5% |
| 1Y | -27.9% | -41.3% | +13.3% | -9.0% |
| 3Y | +4.8% | -18.3% | +23.1% | +11.8% |
| 5Y | -68.0% | -10.3% | -57.8% | -66.0% |
| 10Y | -74.7% | +188.5% | -263.1% | -75.9% |
| All | -90.4% | +317.2% | -407.7% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling