-69.6%
MARA vs FDX
+65.6%
-135.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +6.6% |
| 7D | +15.6% | -3.3% | +18.9% | +18.6% |
| 30D | +17.2% | -1.4% | +18.6% | +17.6% |
| 3M | -14.2% | -4.5% | -9.6% | -12.2% |
| 6M | +47.7% | +9.4% | +38.3% | +34.7% |
| YTD | +31.7% | +36.0% | -4.3% | +0.4% |
| 1Y | -22.2% | +75.5% | -97.7% | -52.3% |
| 3Y | +8.4% | +62.8% | -54.4% | -35.0% |
| All | -69.6% | +65.6% | -135.2% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling