-66.3%
MARA vs FANG
+232.6%
-298.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +5.9% | +2.9% | +3.0% | +4.1% |
| 30D | +24.3% | +2.6% | +21.7% | +22.1% |
| 3M | -12.0% | +7.6% | -19.5% | -17.4% |
| 6M | +40.1% | +17.3% | +22.8% | +21.5% |
| YTD | +33.4% | +38.7% | -5.3% | +3.2% |
| 1Y | -23.7% | +51.6% | -75.4% | -45.0% |
| 3Y | +19.0% | +50.0% | -31.0% | -19.3% |
| All | -66.3% | +232.6% | -298.9% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling