-16.6%
MARA vs FDX
+73.6%
-90.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.9% |
| 7D | +11.5% | -2.1% | +13.6% | +12.9% |
| 30D | -18.9% | +10.4% | -29.3% | -23.0% |
| 3M | -20.9% | +0.5% | -21.3% | -21.5% |
| 6M | -42.8% | +6.5% | -49.3% | -45.3% |
| YTD | -14.7% | +40.2% | -54.9% | -30.2% |
| 1Y | -47.6% | +52.1% | -99.7% | -59.1% |
| All | -16.6% | +73.6% | -90.2% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling