-80.1%
MARA vs TT
+740.8%
-820.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.5% | +10.5% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | -23.9% | -11.8% | -12.2% | -15.1% |
| 3M | -23.2% | -11.6% | -11.7% | -14.7% |
| 6M | -43.3% | -9.3% | -34.0% | -38.6% |
| YTD | -18.3% | +8.9% | -27.2% | -24.4% |
| 1Y | -52.9% | -2.2% | -50.6% | -52.2% |
| 3Y | -23.6% | +91.9% | -115.5% | -56.4% |
| 5Y | -88.7% | +136.0% | -224.7% | -94.6% |
| All | -80.1% | +740.8% | -820.9% | -91.9% |
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