-90.5%
MARA vs TYL
+841.4%
-931.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | +0.3% |
| 7D | +6.0% | -3.7% | +9.7% | +8.8% |
| 30D | +0.6% | +18.7% | -18.1% | -11.6% |
| 3M | -18.5% | +18.1% | -36.6% | -31.2% |
| 6M | +21.7% | -1.1% | +22.9% | +14.8% |
| YTD | +25.9% | -19.8% | +45.8% | +35.9% |
| 1Y | -25.1% | -34.3% | +9.2% | -7.0% |
| 3Y | -5.7% | -8.2% | +2.5% | -12.8% |
| 5Y | -73.9% | -25.4% | -48.5% | -69.1% |
| 10Y | -75.6% | +115.6% | -191.2% | -81.1% |
| All | -90.5% | +841.4% | -931.9% | -98.5% |
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