-23.7%
MARA vs FANG
+52.7%
-76.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +5.9% | +2.9% | +3.0% | +5.6% |
| 30D | +24.3% | +2.6% | +21.7% | +23.8% |
| 3M | -12.0% | +7.6% | -19.5% | -12.6% |
| 6M | +40.1% | +17.3% | +22.8% | +29.7% |
| YTD | +33.4% | +38.7% | -5.3% | +13.4% |
| 1Y | -23.7% | +51.6% | -75.4% | -33.7% |
| All | -23.7% | +52.7% | -76.4% | -33.7% |
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