-58.7%
MARA vs FCEL
+32.6%
-91.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +1.9% | -2.7% |
| 7D | -6.5% | -14.9% | +8.3% | -3.1% |
| 30D | -38.5% | -41.7% | +3.2% | -31.3% |
| 3M | -41.5% | -53.2% | +11.6% | -32.7% |
| 6M | -41.9% | -19.0% | -22.9% | -44.0% |
| YTD | -23.5% | +44.2% | -67.7% | -42.2% |
| 1Y | -58.7% | +42.4% | -101.1% | -70.5% |
| All | -58.7% | +32.6% | -91.2% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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