-90.1%
MARA vs TFC
+169.8%
-259.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +6.2% |
| 7D | +15.6% | +2.2% | +13.4% | +13.7% |
| 30D | +17.2% | -2.5% | +19.7% | +18.8% |
| 3M | -14.2% | +4.5% | -18.7% | -18.2% |
| 6M | +47.7% | +11.0% | +36.7% | +33.7% |
| YTD | +31.7% | +5.9% | +25.8% | +23.0% |
| 1Y | -22.2% | +14.6% | -36.7% | -31.6% |
| 3Y | +8.4% | +96.7% | -88.3% | -32.7% |
| 5Y | -68.3% | +15.6% | -83.9% | -70.5% |
| 10Y | -74.9% | +98.6% | -173.5% | -85.3% |
| All | -90.1% | +169.8% | -259.9% | -95.6% |
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