-94.2%
MARA vs TFC
+169.5%
-263.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.8% |
| 7D | +10.1% | +2.3% | +7.8% | +8.3% |
| 30D | -15.1% | +10.8% | -25.9% | -21.9% |
| 3M | -24.1% | -3.8% | -20.3% | -22.7% |
| 6M | -45.2% | +9.6% | -54.8% | -50.1% |
| YTD | -22.2% | +5.8% | -27.9% | -27.7% |
| 1Y | -45.3% | +16.2% | -61.5% | -52.9% |
| 3Y | -23.9% | +96.0% | -119.8% | -52.7% |
| 5Y | -90.8% | +1.7% | -92.5% | -90.8% |
| 10Y | -81.0% | +79.9% | -160.9% | -88.1% |
| All | -94.2% | +169.5% | -263.6% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling