-66.3%
MARA vs TWLO
-33.6%
-32.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.7% |
| 7D | +5.9% | -2.4% | +8.3% | +7.1% |
| 30D | +24.3% | -7.8% | +32.1% | +29.2% |
| 3M | -12.0% | +10.0% | -22.0% | -20.9% |
| 6M | +40.1% | +79.5% | -39.4% | -12.6% |
| YTD | +33.4% | +59.8% | -26.4% | -11.9% |
| 1Y | -23.7% | +121.7% | -145.4% | -59.9% |
| 3Y | +19.0% | +240.8% | -221.8% | -59.0% |
| All | -66.3% | -33.6% | -32.8% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling