+19.0%
MARA vs TWLO
+246.3%
-227.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.4% |
| 7D | +5.9% | -2.4% | +8.3% | +6.7% |
| 30D | +24.3% | -7.8% | +32.1% | +27.6% |
| 3M | -12.0% | +10.0% | -22.0% | -17.5% |
| 6M | +40.1% | +79.5% | -39.4% | -0.5% |
| YTD | +33.4% | +59.8% | -26.4% | -0.8% |
| 1Y | -23.7% | +121.7% | -145.4% | -52.8% |
| 3Y | +19.0% | +240.8% | -221.8% | -45.3% |
| All | +19.0% | +246.3% | -227.3% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 3y: compounded portfolio wealth divided by compounded TWLO 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…
3y analysis · Full analysis span regression · 6 months rolling