-74.1%
MARA vs TXT
+107.7%
-181.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +3.1% |
| 7D | +5.9% | +2.5% | +3.5% | +4.2% |
| 30D | +24.3% | -8.9% | +33.1% | +32.2% |
| 3M | -12.0% | -13.6% | +1.6% | -2.9% |
| 6M | +40.1% | -13.1% | +53.2% | +53.7% |
| YTD | +33.4% | -7.0% | +40.4% | +38.0% |
| 1Y | -23.7% | -1.4% | -22.3% | -24.1% |
| 3Y | +19.0% | +7.0% | +12.0% | +13.1% |
| 5Y | -66.5% | +15.4% | -81.9% | -67.9% |
| All | -74.1% | +107.7% | -181.8% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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