-16.6%
MARA vs TXT
+13.4%
-30.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.2% |
| 7D | +11.5% | -0.8% | +12.3% | +12.4% |
| 30D | -18.9% | +13.4% | -32.3% | -27.9% |
| 3M | -20.9% | -2.5% | -18.3% | -20.2% |
| 6M | -42.8% | -6.2% | -36.6% | -40.6% |
| YTD | -14.7% | -1.3% | -13.4% | -17.7% |
| 1Y | -47.6% | +4.3% | -52.0% | -52.5% |
| All | -16.6% | +13.4% | -30.0% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling