+18.4%
MARA vs FCEL
-61.1%
+79.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.5% | +2.2% |
| 7D | +13.8% | +15.1% | -1.2% | +10.2% |
| 30D | +24.7% | -16.4% | +41.1% | +27.6% |
| 3M | -10.4% | -5.3% | -5.2% | -13.5% |
| 6M | +37.6% | +124.5% | -86.9% | +0.5% |
| YTD | +32.7% | +126.7% | -93.9% | -3.6% |
| 1Y | -25.2% | +219.9% | -245.1% | -50.6% |
| All | +18.4% | -61.1% | +79.5% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling