+19.0%
MARA vs FANG
+45.3%
-26.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +5.9% | +2.9% | +3.0% | +4.6% |
| 30D | +24.3% | +2.6% | +21.7% | +22.7% |
| 3M | -12.0% | +7.6% | -19.5% | -15.8% |
| 6M | +40.1% | +17.3% | +22.8% | +25.6% |
| YTD | +33.4% | +38.7% | -5.3% | +8.9% |
| 1Y | -23.7% | +51.6% | -75.4% | -41.2% |
| 3Y | +19.0% | +50.0% | -31.0% | -15.3% |
| All | +19.0% | +45.3% | -26.3% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling