-82.2%
MARA vs FDX
+155.8%
-238.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -4.0% |
| 7D | +10.1% | +5.2% | +4.9% | +6.2% |
| 30D | -15.1% | +11.3% | -26.3% | -21.5% |
| 3M | -24.1% | -4.1% | -20.0% | -22.3% |
| 6M | -45.2% | +9.6% | -54.8% | -49.6% |
| YTD | -22.2% | +40.9% | -63.1% | -41.0% |
| 1Y | -45.3% | +53.0% | -98.3% | -61.2% |
| 3Y | -23.9% | +74.1% | -97.9% | -53.7% |
| 5Y | -90.8% | +75.1% | -165.9% | -94.4% |
| All | -82.2% | +155.8% | -238.0% | -93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling