-74.1%
MARA vs FCUV
-98.6%
+24.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.6% | +4.8% |
| 7D | +5.9% | -66.5% | +72.4% | +6.3% |
| 30D | +24.3% | +5.0% | +19.3% | +23.9% |
| 3M | -12.0% | +63.8% | -75.8% | -14.0% |
| 6M | +40.1% | -67.8% | +107.9% | +38.2% |
| YTD | +33.4% | -82.4% | +115.8% | +32.2% |
| 1Y | -23.7% | -94.7% | +71.0% | -23.8% |
| 3Y | +19.0% | -99.3% | +118.2% | +18.7% |
| 5Y | -66.5% | -99.9% | +33.4% | -66.5% |
| All | -74.1% | -98.6% | +24.5% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling