-82.2%
MARA vs TTD
+513.2%
-595.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.6% |
| 7D | +10.1% | +21.3% | -11.2% | -0.2% |
| 30D | -15.1% | +28.7% | -43.8% | -25.3% |
| 3M | -24.1% | +7.7% | -31.8% | -27.9% |
| 6M | -45.2% | -23.5% | -21.7% | -40.6% |
| YTD | -22.2% | -58.7% | +36.5% | +10.9% |
| 1Y | -45.3% | -63.4% | +18.1% | -17.2% |
| 3Y | -23.9% | -75.3% | +51.4% | +23.0% |
| 5Y | -90.8% | -84.4% | -6.4% | -81.5% |
| All | -82.2% | +513.2% | -595.4% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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