-42.8%
MARA vs FDX
+6.0%
-48.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.1% |
| 7D | +11.5% | -2.1% | +13.6% | +12.3% |
| 30D | -18.9% | +10.4% | -29.3% | -20.5% |
| 3M | -20.9% | +0.5% | -21.3% | -21.0% |
| 6M | -42.8% | +6.5% | -49.3% | -47.0% |
| All | -42.8% | +6.0% | -48.8% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling