-87.4%
MARA vs FCEL
-97.2%
+9.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.6% | -1.0% |
| 7D | +10.1% | -2.8% | +12.9% | +10.9% |
| 30D | -15.1% | -31.6% | +16.6% | -2.9% |
| 3M | -24.1% | -52.4% | +28.3% | -4.9% |
| 6M | -45.2% | -51.4% | +6.2% | -40.3% |
| YTD | -22.2% | +32.4% | -54.6% | -48.4% |
| 1Y | -45.3% | +37.5% | -82.8% | -65.5% |
| 3Y | -23.9% | -69.3% | +45.4% | -30.7% |
| All | -87.4% | -97.2% | +9.8% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling