-69.3%
MARA vs TTD
-80.8%
+11.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | +13.8% | -4.6% | +18.5% | +17.2% |
| 30D | +24.7% | +3.7% | +21.0% | +20.6% |
| 3M | -10.4% | -30.2% | +19.8% | +6.9% |
| 6M | +37.6% | -51.4% | +89.0% | +100.1% |
| YTD | +32.7% | -63.4% | +96.2% | +126.6% |
| 1Y | -25.2% | -73.5% | +48.3% | +57.2% |
| 3Y | +9.3% | -83.5% | +92.7% | +142.0% |
| 5Y | -69.3% | -80.9% | +11.6% | -40.5% |
| All | -69.3% | -80.8% | +11.4% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling