-90.5%
MARA vs FCEL
-99.7%
+9.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | +6.0% | -15.8% | +21.8% | +9.6% |
| 30D | +0.6% | -29.3% | +29.9% | +7.4% |
| 3M | -18.5% | -30.1% | +11.6% | -16.5% |
| 6M | +21.7% | +74.4% | -52.7% | -5.1% |
| YTD | +25.9% | +104.5% | -78.6% | -5.5% |
| 1Y | -25.1% | +281.4% | -306.5% | -52.7% |
| 3Y | -5.7% | -66.1% | +60.3% | -11.9% |
| 5Y | -73.9% | -91.9% | +17.9% | -66.0% |
| 10Y | -75.6% | -99.2% | +23.6% | -59.6% |
| All | -90.5% | -99.7% | +9.2% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling