-90.5%
MARA vs TXT
+211.4%
-301.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +6.0% | -4.8% | +10.8% | +9.2% |
| 30D | +0.6% | -10.6% | +11.2% | +7.3% |
| 3M | -18.5% | -13.2% | -5.3% | -11.6% |
| 6M | +21.7% | -20.3% | +42.1% | +39.4% |
| YTD | +25.9% | -9.3% | +35.2% | +31.9% |
| 1Y | -25.1% | -2.7% | -22.5% | -24.8% |
| 3Y | -5.7% | +1.4% | -7.1% | -6.3% |
| 5Y | -73.9% | +9.6% | -83.5% | -73.9% |
| 10Y | -75.6% | +94.9% | -170.5% | -82.3% |
| All | -90.5% | +211.4% | -301.9% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling