-90.1%
MARA vs TTMI
+1,180.7%
-1,270.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +3.1% |
| 7D | +15.6% | +12.2% | +3.5% | +8.7% |
| 30D | +17.2% | -5.7% | +23.0% | +19.3% |
| 3M | -14.2% | -27.5% | +13.3% | -1.8% |
| 6M | +47.7% | +47.1% | +0.6% | +13.6% |
| YTD | +31.7% | +87.5% | -55.7% | -11.9% |
| 1Y | -22.2% | +175.2% | -197.4% | -58.2% |
| 3Y | +8.4% | +901.9% | -893.5% | -70.4% |
| 5Y | -68.3% | +843.5% | -911.7% | -91.0% |
| 10Y | -74.9% | +1,077.0% | -1,151.8% | -93.4% |
| All | -90.1% | +1,180.7% | -1,270.8% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling