+8.4%
MARA vs TTD
-83.4%
+91.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.4% | +5.7% |
| 7D | +15.6% | +1.7% | +13.9% | +14.9% |
| 30D | +17.2% | +1.6% | +15.7% | +15.9% |
| 3M | -14.2% | -27.8% | +13.7% | -4.8% |
| 6M | +47.7% | -52.1% | +99.8% | +91.2% |
| YTD | +31.7% | -63.1% | +94.8% | +89.8% |
| 1Y | -22.2% | -73.1% | +50.9% | +29.2% |
| 3Y | +8.4% | -83.3% | +91.7% | +88.5% |
| All | +8.4% | -83.4% | +91.8% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling