-94.4%
MARA vs TYL
+981.4%
-1,075.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +4.9% |
| 7D | +3.3% | +3.5% | -0.3% | +0.3% |
| 30D | -31.2% | +26.9% | -58.1% | -42.7% |
| 3M | -34.2% | +33.8% | -68.0% | -48.3% |
| 6M | -48.7% | +28.8% | -77.5% | -60.6% |
| YTD | -26.1% | -7.9% | -18.2% | -29.6% |
| 1Y | -58.2% | -9.8% | -48.4% | -59.8% |
| 3Y | -28.1% | +1.2% | -29.2% | -39.3% |
| 5Y | -91.3% | -22.8% | -68.5% | -90.4% |
| 10Y | -82.1% | +168.8% | -250.9% | -88.2% |
| All | -94.4% | +981.4% | -1,075.9% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling