+612.2%
FCX vs MARA
-74.3%
+686.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.0% | -0.6% |
| 7D | -2.3% | +5.9% | -8.2% | -2.7% |
| 30D | +2.7% | +24.3% | -21.6% | +0.8% |
| 3M | +7.4% | -12.0% | +19.4% | +8.0% |
| 6M | +16.0% | +40.1% | -24.1% | +12.4% |
| YTD | +40.9% | +33.4% | +7.5% | +36.4% |
| 1Y | +56.4% | -23.7% | +80.2% | +56.9% |
| 3Y | +84.2% | +19.0% | +65.2% | +69.7% |
| 5Y | +114.6% | -66.5% | +181.1% | +98.9% |
| All | +612.2% | -74.3% | +686.5% | +425.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling