-73.6%
MARA vs TMF
-86.2%
+12.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +0.7% |
| 7D | +13.8% | -0.9% | +14.7% | +13.8% |
| 30D | +24.7% | -1.0% | +25.7% | +24.6% |
| 3M | -10.4% | -11.3% | +0.8% | -11.0% |
| 6M | +37.6% | -22.7% | +60.4% | +35.6% |
| YTD | +32.7% | -17.3% | +50.1% | +31.4% |
| 1Y | -25.2% | -22.5% | -2.7% | -26.1% |
| 3Y | +9.3% | -43.2% | +52.5% | +5.9% |
| 5Y | -69.3% | -88.3% | +19.0% | -77.2% |
| 10Y | -73.6% | -86.0% | +12.4% | -78.9% |
| All | -73.6% | -86.2% | +12.6% | -78.9% |
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