+3.8%
TLT vs MARA
-78.7%
+82.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.2% |
| 7D | -0.4% | +6.0% | -6.4% | -0.4% |
| 30D | -0.6% | +0.6% | -1.2% | -0.6% |
| 3M | -2.7% | -18.5% | +15.8% | -2.8% |
| 6M | -5.6% | +21.7% | -27.4% | -5.5% |
| YTD | -2.8% | +25.9% | -28.7% | -2.6% |
| 1Y | -1.4% | -25.1% | +23.7% | -1.4% |
| 3Y | -1.6% | -5.7% | +4.2% | -1.2% |
| 5Y | -33.8% | -73.9% | +40.1% | -33.5% |
| 10Y | -21.1% | -75.6% | +54.5% | -18.6% |
| All | +3.8% | -78.7% | +82.5% | +8.2% |
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