+527.2%
MARA vs TXG
+27.0%
+500.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +3.1% |
| 7D | +5.9% | +9.5% | -3.6% | +1.1% |
| 30D | +24.3% | +18.8% | +5.5% | +14.3% |
| 3M | -12.0% | +136.1% | -148.1% | -45.4% |
| 6M | +40.1% | +235.2% | -195.1% | -30.7% |
| YTD | +33.4% | +320.5% | -287.1% | -42.7% |
| 1Y | -23.7% | +425.2% | -448.9% | -72.5% |
| 3Y | +19.0% | +42.9% | -23.9% | -19.2% |
| 5Y | -66.5% | -62.8% | -3.7% | -57.3% |
| All | +527.2% | +27.0% | +500.2% | +554.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling