-82.2%
MARA vs TT
+725.1%
-807.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -1.7% |
| 7D | +10.1% | +4.0% | +6.0% | +6.5% |
| 30D | -15.1% | -11.3% | -3.8% | -5.7% |
| 3M | -24.1% | -12.3% | -11.8% | -15.1% |
| 6M | -45.2% | -10.8% | -34.3% | -39.8% |
| YTD | -22.2% | +8.2% | -30.3% | -27.6% |
| 1Y | -45.3% | +1.5% | -46.8% | -46.3% |
| 3Y | -23.9% | +91.5% | -115.3% | -56.5% |
| 5Y | -90.8% | +130.2% | -221.0% | -95.5% |
| All | -82.2% | +725.1% | -807.3% | -93.0% |
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