-90.5%
MARA vs TT
+2,074.1%
-2,164.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.2% |
| 7D | +6.0% | 0.0% | +6.0% | +6.1% |
| 30D | +0.6% | -7.2% | +7.8% | +6.9% |
| 3M | -18.5% | -3.0% | -15.5% | -17.0% |
| 6M | +21.7% | +1.4% | +20.4% | +19.3% |
| YTD | +25.9% | +15.9% | +10.1% | +10.1% |
| 1Y | -25.1% | +9.4% | -34.6% | -31.5% |
| 3Y | -5.7% | +124.4% | -130.1% | -53.7% |
| 5Y | -73.9% | +138.0% | -212.0% | -87.5% |
| 10Y | -75.6% | +886.4% | -962.0% | -95.5% |
| All | -90.5% | +2,074.1% | -2,164.6% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling