-23.9%
MARA vs TFC
+97.5%
-121.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -4.2% |
| 7D | +10.1% | +2.3% | +7.8% | +7.5% |
| 30D | -15.1% | +10.8% | -25.9% | -24.6% |
| 3M | -24.1% | -3.8% | -20.3% | -22.1% |
| 6M | -45.2% | +9.6% | -54.8% | -52.9% |
| YTD | -22.2% | +5.8% | -27.9% | -31.7% |
| 1Y | -45.3% | +16.2% | -61.5% | -57.9% |
| 3Y | -23.9% | +96.0% | -119.8% | -67.7% |
| All | -23.9% | +97.5% | -121.4% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling