-45.3%
MARA vs TXT
+1.6%
-46.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | +10.1% | +0.1% | +9.9% | +10.2% |
| 30D | -15.1% | +13.3% | -28.4% | -19.6% |
| 3M | -24.1% | -5.0% | -19.1% | -21.9% |
| 6M | -45.2% | -8.4% | -36.8% | -42.4% |
| YTD | -22.2% | -4.0% | -18.2% | -23.7% |
| 1Y | -45.3% | +2.8% | -48.1% | -51.9% |
| All | -45.3% | +1.6% | -46.9% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling