-90.5%
MARA vs TMF
-76.7%
-13.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | +6.0% | -1.4% | +7.4% | +5.8% |
| 30D | +0.6% | -2.8% | +3.5% | +0.3% |
| 3M | -18.5% | -10.9% | -7.6% | -19.7% |
| 6M | +21.7% | -21.3% | +43.1% | +17.7% |
| YTD | +25.9% | -15.9% | +41.8% | +23.2% |
| 1Y | -25.1% | -15.7% | -9.4% | -26.6% |
| 3Y | -5.7% | -43.4% | +37.6% | -11.9% |
| 5Y | -73.9% | -87.8% | +13.8% | -82.6% |
| 10Y | -75.6% | -86.7% | +11.1% | -81.5% |
| All | -90.5% | -76.7% | -13.8% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling