-47.6%
MARA vs TT
-0.9%
-46.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.6% |
| 7D | +11.5% | +3.5% | +8.0% | +8.9% |
| 30D | -18.9% | -11.0% | -7.8% | -11.2% |
| 3M | -20.9% | -12.0% | -8.9% | -13.0% |
| 6M | -42.8% | -10.4% | -32.4% | -38.1% |
| YTD | -14.7% | +9.9% | -24.6% | -17.8% |
| 1Y | -47.6% | +1.5% | -49.1% | -45.8% |
| All | -47.6% | -0.9% | -46.7% | -45.8% |
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