-68.3%
MARA vs TT
+146.0%
-214.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +5.0% |
| 7D | +15.6% | +1.6% | +14.1% | +13.8% |
| 30D | +17.2% | -7.3% | +24.6% | +26.8% |
| 3M | -14.2% | -2.6% | -11.6% | -13.1% |
| 6M | +47.7% | +5.9% | +41.8% | +35.4% |
| YTD | +31.7% | +15.4% | +16.3% | +9.6% |
| 1Y | -22.2% | +8.2% | -30.4% | -30.7% |
| 3Y | +8.4% | +122.7% | -114.2% | -64.0% |
| 5Y | -68.3% | +145.0% | -213.2% | -91.1% |
| All | -68.3% | +146.0% | -214.2% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling