-58.7%
MARA vs TT
-6.5%
-52.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -2.8% |
| 7D | -6.5% | -8.5% | +1.9% | 0.0% |
| 30D | -38.5% | -12.8% | -25.7% | -31.7% |
| 3M | -41.5% | -12.9% | -28.7% | -35.3% |
| 6M | -41.9% | -15.2% | -26.7% | -34.4% |
| YTD | -23.5% | +6.2% | -29.7% | -25.6% |
| 1Y | -58.7% | -4.5% | -54.1% | -54.5% |
| All | -58.7% | -6.5% | -52.2% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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