-69.3%
MARA vs TXT
+13.4%
-82.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.3% |
| 7D | +13.8% | +0.8% | +13.0% | +12.8% |
| 30D | +24.7% | -10.4% | +35.1% | +40.3% |
| 3M | -10.4% | -14.3% | +3.9% | +5.5% |
| 6M | +37.6% | -15.1% | +52.7% | +62.3% |
| YTD | +32.7% | -8.3% | +41.1% | +39.1% |
| 1Y | -25.2% | -0.7% | -24.5% | -29.0% |
| 3Y | +9.3% | +6.0% | +3.3% | -8.6% |
| 5Y | -69.3% | +12.5% | -81.9% | -75.1% |
| All | -69.3% | +13.4% | -82.7% | -75.1% |
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