+19.0%
MARA vs TXG
+43.8%
-24.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +3.5% |
| 7D | +5.9% | +9.5% | -3.6% | +2.2% |
| 30D | +24.3% | +18.8% | +5.5% | +16.7% |
| 3M | -12.0% | +136.1% | -148.1% | -38.5% |
| 6M | +40.1% | +235.2% | -195.1% | -17.4% |
| YTD | +33.4% | +320.5% | -287.1% | -29.5% |
| 1Y | -23.7% | +425.2% | -448.9% | -64.7% |
| 3Y | +19.0% | +42.9% | -23.9% | +20.6% |
| All | +19.0% | +43.8% | -24.8% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling