-73.6%
MARA vs TYL
+102.8%
-176.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.9% |
| 7D | +13.8% | -8.6% | +22.4% | +22.0% |
| 30D | +24.7% | +7.5% | +17.1% | +16.0% |
| 3M | -10.4% | +10.9% | -21.4% | -22.6% |
| 6M | +37.6% | -6.7% | +44.4% | +34.6% |
| YTD | +32.7% | -24.5% | +57.3% | +52.3% |
| 1Y | -25.2% | -38.6% | +13.5% | +2.9% |
| 3Y | +9.3% | -12.6% | +21.9% | -0.8% |
| 5Y | -69.3% | -28.2% | -41.1% | -62.6% |
| 10Y | -73.6% | +104.0% | -177.6% | -74.2% |
| All | -73.6% | +102.8% | -176.4% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TYL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling