+360.8%
MARA vs TW
+206.7%
+154.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.5% |
| 7D | +5.9% | -4.5% | +10.4% | +9.2% |
| 30D | +24.3% | -2.3% | +26.5% | +25.9% |
| 3M | -12.0% | +2.6% | -14.6% | -17.2% |
| 6M | +40.1% | -17.5% | +57.7% | +53.8% |
| YTD | +33.4% | -5.3% | +38.7% | +26.7% |
| 1Y | -23.7% | -14.8% | -9.0% | -21.5% |
| 3Y | +19.0% | +18.8% | +0.1% | -17.7% |
| 5Y | -66.5% | +20.7% | -87.2% | -76.5% |
| All | +360.8% | +206.7% | +154.1% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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