-74.1%
MARA vs TTMI
+1,127.6%
-1,201.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.5% | +2.9% |
| 7D | +5.9% | +0.7% | +5.3% | +5.5% |
| 30D | +24.3% | -8.4% | +32.7% | +28.9% |
| 3M | -12.0% | -32.5% | +20.5% | +6.6% |
| 6M | +40.1% | +32.5% | +7.6% | +8.7% |
| YTD | +33.4% | +83.2% | -49.8% | -16.9% |
| 1Y | -23.7% | +161.7% | -185.4% | -63.1% |
| 3Y | +19.0% | +890.1% | -871.2% | -76.0% |
| 5Y | -66.5% | +832.4% | -898.9% | -92.9% |
| All | -74.1% | +1,127.6% | -1,201.7% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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