+18.4%
MARA vs TFC
+91.9%
-73.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.6% |
| 7D | +13.8% | -1.3% | +15.1% | +15.4% |
| 30D | +24.7% | -2.3% | +27.0% | +26.7% |
| 3M | -10.4% | +2.5% | -12.9% | -15.0% |
| 6M | +37.6% | +9.5% | +28.2% | +19.5% |
| YTD | +32.7% | +5.1% | +27.7% | +19.3% |
| 1Y | -25.2% | +15.5% | -40.6% | -40.4% |
| All | +18.4% | +91.9% | -73.5% | -39.4% |
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