-75.3%
MARA vs TFC
+98.5%
-173.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.4% |
| 7D | -1.5% | -2.5% | +1.0% | +0.3% |
| 30D | +18.1% | -2.8% | +20.9% | +19.9% |
| 3M | -9.4% | +2.1% | -11.6% | -12.1% |
| 6M | +33.4% | +10.1% | +23.3% | +21.3% |
| YTD | +27.3% | +5.4% | +21.8% | +19.2% |
| 1Y | -27.9% | +16.3% | -44.3% | -37.5% |
| 3Y | +4.8% | +95.9% | -91.1% | -34.6% |
| 5Y | -68.0% | +16.0% | -84.0% | -70.4% |
| All | -75.3% | +98.5% | -173.8% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling