-91.6%
MARA vs TMF
-88.0%
-3.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.2% | +8.2% | +8.0% |
| 7D | -6.2% | +1.2% | -7.4% | -6.3% |
| 30D | -38.7% | +19.7% | -58.4% | -39.7% |
| 3M | -40.4% | -2.1% | -38.3% | -40.3% |
| 6M | -51.3% | -13.4% | -37.8% | -50.7% |
| YTD | -29.3% | -16.7% | -12.6% | -28.3% |
| 1Y | -60.2% | -23.3% | -36.9% | -59.4% |
| 3Y | -31.3% | -24.8% | -6.5% | -30.1% |
| All | -91.6% | -88.0% | -3.6% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling