-79.2%
MARA vs TT
+748.9%
-828.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.6% |
| 7D | +11.5% | +3.5% | +8.0% | +9.0% |
| 30D | -18.9% | -11.0% | -7.8% | -10.1% |
| 3M | -20.9% | -12.0% | -8.9% | -11.7% |
| 6M | -42.8% | -10.4% | -32.4% | -37.5% |
| YTD | -14.7% | +9.9% | -24.6% | -21.7% |
| 1Y | -47.6% | +1.5% | -49.1% | -48.5% |
| 3Y | -20.3% | +93.7% | -114.0% | -54.9% |
| 5Y | -89.2% | +139.2% | -228.4% | -94.9% |
| 10Y | -79.2% | +741.5% | -820.7% | -91.6% |
| All | -79.2% | +748.9% | -828.1% | -91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling