-58.7%
MARA vs FANG
+32.3%
-90.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.9% | -4.2% |
| 7D | -6.5% | -11.3% | +4.8% | -6.8% |
| 30D | -38.5% | -0.7% | -37.8% | -38.7% |
| 3M | -41.5% | -4.2% | -37.4% | -41.7% |
| 6M | -41.9% | -13.5% | -28.5% | -40.4% |
| YTD | -23.5% | +23.7% | -47.2% | -35.4% |
| 1Y | -58.7% | +34.3% | -93.0% | -66.3% |
| All | -58.7% | +32.3% | -90.9% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling