+114.0%
FCX vs MARA
-86.8%
+200.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.9% |
| 7D | -0.3% | +10.1% | -10.4% | -0.8% |
| 30D | -14.7% | -15.1% | +0.3% | -14.1% |
| 3M | -11.2% | -24.1% | +12.9% | -10.2% |
| 6M | -11.4% | -45.2% | +33.8% | -9.1% |
| YTD | +17.7% | -22.2% | +39.9% | +18.2% |
| 1Y | +47.5% | -45.3% | +92.8% | +50.3% |
| 3Y | +83.9% | -23.9% | +107.7% | +78.9% |
| 5Y | +54.0% | -90.8% | +144.7% | +54.7% |
| 10Y | +372.9% | -81.0% | +453.9% | +298.2% |
| All | +114.0% | -86.8% | +200.8% | +78.7% |
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