-94.2%
MARA vs TXT
+229.5%
-323.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.4% |
| 7D | +10.1% | +0.1% | +9.9% | +10.2% |
| 30D | -15.1% | +13.3% | -28.4% | -22.1% |
| 3M | -24.1% | -5.0% | -19.1% | -22.8% |
| 6M | -45.2% | -8.4% | -36.8% | -43.0% |
| YTD | -22.2% | -4.0% | -18.2% | -22.0% |
| 1Y | -45.3% | +2.8% | -48.1% | -47.5% |
| 3Y | -23.9% | +10.3% | -34.1% | -28.6% |
| 5Y | -90.8% | +9.2% | -99.9% | -90.9% |
| 10Y | -81.0% | +89.6% | -170.6% | -86.4% |
| All | -94.2% | +229.5% | -323.6% | -96.2% |
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