-58.7%
MARA vs TXG
+406.9%
-465.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -5.1% |
| 7D | -6.5% | -19.3% | +12.7% | -0.4% |
| 30D | -38.5% | -30.9% | -7.6% | -32.0% |
| 3M | -41.5% | +41.1% | -82.6% | -48.6% |
| 6M | -41.9% | +211.9% | -253.8% | -59.2% |
| YTD | -23.5% | +314.0% | -337.5% | -51.6% |
| 1Y | -58.7% | +405.4% | -464.1% | -75.1% |
| All | -58.7% | +406.9% | -465.6% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling