-25.1%
MARA vs TFC
+15.4%
-40.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +6.0% | +2.4% | +3.6% | +5.1% |
| 30D | +0.6% | -1.3% | +1.9% | +1.0% |
| 3M | -18.5% | +6.1% | -24.6% | -22.1% |
| 6M | +21.7% | +7.3% | +14.4% | +15.7% |
| YTD | +25.9% | +8.2% | +17.7% | +15.8% |
| 1Y | -25.1% | +14.4% | -39.6% | -39.2% |
| All | -25.1% | +15.4% | -40.5% | -39.2% |
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