-80.3%
MARA vs TMF
-82.2%
+1.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.9% | +14.4% | +10.3% |
| 7D | +2.5% | -1.1% | +3.6% | +2.5% |
| 30D | -23.9% | +11.8% | -35.8% | -23.5% |
| 3M | -23.2% | -4.0% | -19.2% | -23.3% |
| 6M | -43.3% | -16.5% | -26.7% | -43.7% |
| YTD | -18.3% | -19.9% | +1.6% | -19.1% |
| 1Y | -52.9% | -25.6% | -27.3% | -53.6% |
| 3Y | -23.6% | -29.9% | +6.3% | -23.9% |
| 5Y | -88.7% | -88.2% | -0.4% | -91.5% |
| 10Y | -80.3% | -81.7% | +1.4% | -83.2% |
| All | -80.3% | -82.2% | +1.9% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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