+1.0%
TLT vs MARA
-86.8%
+87.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.4% |
| 7D | -3.1% | +10.1% | -13.2% | -3.1% |
| 30D | +1.0% | -15.1% | +16.1% | +1.0% |
| 3M | -2.7% | -24.1% | +21.4% | -2.8% |
| 6M | -4.1% | -45.2% | +41.0% | -4.3% |
| YTD | -5.4% | -22.2% | +16.8% | -5.3% |
| 1Y | -7.0% | -45.3% | +38.3% | -7.1% |
| 3Y | +2.8% | -23.9% | +26.7% | +3.2% |
| 5Y | -35.4% | -90.8% | +55.4% | -35.3% |
| 10Y | -13.1% | -81.0% | +67.9% | -10.4% |
| All | +1.0% | -86.8% | +87.9% | +5.2% |
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