-58.7%
MARA vs TFC
+20.8%
-79.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.0% | -4.4% |
| 7D | -6.5% | +5.1% | -11.6% | -7.4% |
| 30D | -38.5% | +9.8% | -48.3% | -39.7% |
| 3M | -41.5% | -2.4% | -39.1% | -41.3% |
| 6M | -41.9% | +4.9% | -46.9% | -43.8% |
| YTD | -23.5% | +6.6% | -30.1% | -29.4% |
| 1Y | -58.7% | +21.3% | -80.0% | -69.1% |
| All | -58.7% | +20.8% | -79.5% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling