+355.0%
MARA vs TW
+211.4%
+143.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.6% | +6.7% |
| 7D | +15.6% | -3.5% | +19.1% | +18.4% |
| 30D | +17.2% | +0.5% | +16.7% | +16.4% |
| 3M | -14.2% | +4.9% | -19.1% | -20.7% |
| 6M | +47.7% | -17.1% | +64.8% | +61.8% |
| YTD | +31.7% | -3.9% | +35.6% | +23.8% |
| 1Y | -22.2% | -13.3% | -8.9% | -20.9% |
| 3Y | +8.4% | +20.9% | -12.5% | -25.9% |
| 5Y | -68.3% | +20.5% | -88.8% | -77.6% |
| All | +355.0% | +211.4% | +143.6% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling