+162.2%
FCX vs MARA
-78.7%
+240.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.4% |
| 7D | -4.9% | +6.0% | -10.9% | -5.2% |
| 30D | +4.8% | +0.6% | +4.2% | +4.6% |
| 3M | +4.6% | -18.5% | +23.1% | +5.4% |
| 6M | +10.8% | +21.7% | -10.9% | +9.4% |
| YTD | +44.2% | +25.9% | +18.3% | +41.7% |
| 1Y | +59.6% | -25.1% | +84.7% | +60.0% |
| 3Y | +82.2% | -5.7% | +88.0% | +75.0% |
| 5Y | +115.6% | -73.9% | +189.6% | +107.8% |
| 10Y | +670.6% | -75.6% | +746.2% | +536.8% |
| All | +162.2% | -78.7% | +240.9% | +114.2% |
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