-0.9%
TLT vs MARA
+13.0%
-13.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.6% |
| 7D | -0.3% | +13.8% | -14.1% | -0.4% |
| 30D | 0.0% | +24.7% | -24.7% | -0.3% |
| 3M | -2.9% | -10.4% | +7.6% | -2.9% |
| 6M | -6.3% | +37.6% | -43.9% | -6.6% |
| YTD | -3.3% | +32.7% | -36.1% | -3.8% |
| 1Y | -4.2% | -25.2% | +21.0% | -4.3% |
| All | -0.9% | +13.0% | -13.9% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling