-58.7%
MARA vs FDX
+65.6%
-124.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.6% | -5.1% |
| 7D | -6.5% | +8.1% | -14.7% | -8.9% |
| 30D | -38.5% | +13.9% | -52.4% | -41.1% |
| 3M | -41.5% | +5.5% | -47.1% | -43.1% |
| 6M | -41.9% | +15.1% | -57.1% | -45.4% |
| YTD | -23.5% | +43.2% | -66.7% | -27.9% |
| 1Y | -58.7% | +65.0% | -123.7% | -58.0% |
| All | -58.7% | +65.6% | -124.3% | -58.0% |
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