-25.1%
MARA vs FDX
+80.8%
-105.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +6.0% | -2.5% | +8.5% | +7.2% |
| 30D | +0.6% | +3.8% | -3.2% | -1.9% |
| 3M | -18.5% | -1.3% | -17.2% | -18.7% |
| 6M | +21.7% | +5.0% | +16.7% | +15.6% |
| YTD | +25.9% | +39.6% | -13.7% | +6.8% |
| 1Y | -25.1% | +81.1% | -106.3% | -40.8% |
| All | -25.1% | +80.8% | -105.9% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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