+524.1%
MARA vs TXG
+24.6%
+499.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.6% |
| 7D | +13.8% | +9.1% | +4.7% | +8.9% |
| 30D | +24.7% | +14.9% | +9.8% | +16.7% |
| 3M | -10.4% | +120.0% | -130.4% | -42.4% |
| 6M | +37.6% | +221.8% | -184.2% | -30.5% |
| YTD | +32.7% | +312.6% | -279.8% | -42.4% |
| 1Y | -25.2% | +398.4% | -423.6% | -72.3% |
| 3Y | +9.3% | +42.1% | -32.8% | -25.8% |
| 5Y | -69.3% | -63.5% | -5.9% | -60.7% |
| All | +524.1% | +24.6% | +499.5% | +557.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling