-68.0%
MARA vs TW
+19.6%
-87.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -3.8% |
| 7D | -1.5% | -2.7% | +1.3% | +0.1% |
| 30D | +18.1% | -1.7% | +19.8% | +19.0% |
| 3M | -9.4% | +1.6% | -11.0% | -13.6% |
| 6M | +33.4% | -17.7% | +51.1% | +47.0% |
| YTD | +27.3% | -4.3% | +31.6% | +20.7% |
| 1Y | -27.9% | -13.1% | -14.8% | -26.2% |
| 3Y | +4.8% | +20.3% | -15.5% | -35.7% |
| 5Y | -68.0% | +22.0% | -90.0% | -74.9% |
| All | -68.0% | +19.6% | -87.6% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling