-20.7%
TLT vs MARA
-74.3%
+53.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.7% | +0.1% |
| 7D | -1.6% | +5.9% | -7.6% | -1.6% |
| 30D | -1.1% | +24.3% | -25.4% | -1.1% |
| 3M | -4.9% | -12.0% | +7.1% | -4.9% |
| 6M | -5.0% | +40.1% | -45.1% | -4.9% |
| YTD | -4.4% | +33.4% | -37.8% | -4.3% |
| 1Y | -6.4% | -23.7% | +17.4% | -6.4% |
| 3Y | -2.0% | +19.0% | -21.0% | -1.7% |
| 5Y | -35.0% | -66.5% | +31.5% | -34.7% |
| All | -20.7% | -74.3% | +53.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 10y: compounded portfolio wealth divided by compounded MARA 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…
10y analysis · Full analysis span regression · 6 months rolling