+134.1%
F vs MARA
-87.5%
+221.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -3.9% | +0.5% |
| 7D | -0.6% | +3.3% | -3.9% | -0.8% |
| 30D | +2.9% | -31.2% | +34.1% | +3.9% |
| 3M | -9.5% | -34.2% | +24.7% | -8.6% |
| 6M | +4.0% | -48.7% | +52.7% | +5.6% |
| YTD | -1.3% | -26.1% | +24.8% | -1.3% |
| 1Y | -1.9% | -58.2% | +56.2% | -0.3% |
| 3Y | +53.5% | -28.1% | +81.5% | +50.6% |
| 5Y | -15.1% | -91.3% | +76.1% | -15.7% |
| 10Y | +81.0% | -82.1% | +163.1% | +63.0% |
| All | +134.1% | -87.5% | +221.6% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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