-89.6%
MARA vs FCUV
-95.9%
+6.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.8% | +0.8% |
| 7D | +13.8% | -63.8% | +77.6% | +14.1% |
| 30D | +24.7% | -14.7% | +39.4% | +24.5% |
| 3M | -10.4% | +65.3% | -75.8% | -12.2% |
| 6M | +37.6% | -68.5% | +106.1% | +35.9% |
| YTD | +32.7% | -83.0% | +115.8% | +31.7% |
| 1Y | -25.2% | -94.4% | +69.2% | -25.3% |
| 3Y | +9.3% | -99.3% | +108.5% | +9.0% |
| 5Y | -69.3% | -99.9% | +30.5% | -69.4% |
| 10Y | -73.6% | -98.6% | +25.0% | -70.3% |
| All | -89.6% | -95.9% | +6.3% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling