+1.5%
TLT vs MARA
-86.4%
+87.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | -1.5% |
| 7D | -2.7% | +22.4% | -25.1% | -2.6% |
| 30D | +2.2% | -21.0% | +23.1% | +2.1% |
| 3M | -1.7% | -25.3% | +23.6% | -1.8% |
| 6M | -4.0% | -43.4% | +39.4% | -4.1% |
| YTD | -4.9% | -19.8% | +14.9% | -4.9% |
| 1Y | -7.4% | -50.0% | +42.7% | -7.5% |
| 3Y | +3.0% | -25.1% | +28.1% | +3.4% |
| 5Y | -35.1% | -90.5% | +55.4% | -35.0% |
| 10Y | -12.7% | -80.4% | +67.7% | -10.0% |
| All | +1.5% | -86.4% | +87.9% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling