-89.2%
MARA vs TXT
+14.6%
-103.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.5% |
| 7D | +11.5% | -0.8% | +12.3% | +12.7% |
| 30D | -18.9% | +13.4% | -32.3% | -31.0% |
| 3M | -20.9% | -2.5% | -18.3% | -20.9% |
| 6M | -42.8% | -6.2% | -36.6% | -40.8% |
| YTD | -14.7% | -1.3% | -13.4% | -19.6% |
| 1Y | -47.6% | +4.3% | -52.0% | -54.1% |
| 3Y | -20.3% | +13.2% | -33.5% | -39.2% |
| 5Y | -89.2% | +12.4% | -101.5% | -91.9% |
| All | -89.2% | +14.6% | -103.7% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling