-68.0%
MARA vs FCEL
-91.3%
+23.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.8% | -2.0% |
| 7D | -1.5% | +6.3% | -7.7% | -4.2% |
| 30D | +18.1% | -18.8% | +36.9% | +23.7% |
| 3M | -9.4% | -3.8% | -5.6% | -17.1% |
| 6M | +33.4% | +121.1% | -87.8% | -25.5% |
| YTD | +27.3% | +113.3% | -86.0% | -28.6% |
| 1Y | -27.9% | +173.5% | -201.4% | -66.1% |
| 3Y | +4.8% | -63.9% | +68.7% | -5.9% |
| 5Y | -68.0% | -90.7% | +22.7% | -17.9% |
| All | -68.0% | -91.3% | +23.3% | -17.9% |
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 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