-71.3%
MARA vs TYL
-25.2%
-46.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | +1.1% |
| 7D | +6.0% | -3.7% | +9.7% | +9.6% |
| 30D | +0.6% | +18.7% | -18.1% | -15.2% |
| 3M | -18.5% | +18.1% | -36.6% | -35.2% |
| 6M | +21.7% | -1.1% | +22.9% | +12.9% |
| YTD | +25.9% | -19.8% | +45.8% | +43.1% |
| 1Y | -25.1% | -34.3% | +9.2% | +6.3% |
| 3Y | -5.7% | -8.2% | +2.5% | -28.4% |
| All | -71.3% | -25.2% | -46.1% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling