-28.1%
MARA vs TT
+94.8%
-122.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | -0.1% | +0.5% |
| 7D | +3.3% | +1.7% | +1.5% | +2.4% |
| 30D | -31.2% | -11.8% | -19.4% | -23.3% |
| 3M | -34.2% | -12.6% | -21.6% | -26.3% |
| 6M | -48.7% | -9.4% | -39.3% | -44.6% |
| YTD | -26.1% | +8.8% | -34.9% | -31.6% |
| 1Y | -58.2% | -2.5% | -55.6% | -57.3% |
| 3Y | -28.1% | +95.7% | -123.7% | -46.3% |
| All | -28.1% | +94.8% | -122.8% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling