-74.1%
MARA vs FDX
+182.5%
-256.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.8% | +4.8% |
| 7D | +5.9% | -3.3% | +9.2% | +8.3% |
| 30D | +24.3% | -4.5% | +28.8% | +27.8% |
| 3M | -12.0% | -7.3% | -4.6% | -8.3% |
| 6M | +40.1% | +7.5% | +32.6% | +30.5% |
| YTD | +33.4% | +35.1% | -1.7% | +4.8% |
| 1Y | -23.7% | +71.4% | -95.2% | -50.2% |
| 3Y | +19.0% | +60.8% | -41.8% | -22.7% |
| 5Y | -66.5% | +65.5% | -132.0% | -78.7% |
| All | -74.1% | +182.5% | -256.6% | -90.0% |
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 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