-25.1%
MARA vs FANG
+43.7%
-68.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.3% |
| 7D | +6.0% | +0.8% | +5.2% | +5.9% |
| 30D | +0.6% | +7.6% | -7.0% | -0.3% |
| 3M | -18.5% | -1.3% | -17.2% | -17.4% |
| 6M | +21.7% | +14.7% | +7.1% | +13.3% |
| YTD | +25.9% | +34.8% | -8.8% | +8.8% |
| 1Y | -25.1% | +42.9% | -68.1% | -34.1% |
| All | -25.1% | +43.7% | -68.9% | -34.1% |
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