-25.1%
MARA vs FCUV
-81.1%
+56.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -13.7% | +11.2% | -2.5% |
| 7D | +6.0% | +62.8% | -56.8% | +6.0% |
| 30D | +0.6% | +66.5% | -65.9% | +0.6% |
| 3M | -18.5% | +459.9% | -478.5% | -17.2% |
| 6M | +21.7% | -12.4% | +34.1% | +38.1% |
| YTD | +25.9% | -47.5% | +73.5% | +54.7% |
| 1Y | -25.1% | -80.5% | +55.4% | +7.0% |
| All | -25.1% | -81.1% | +56.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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