-90.5%
MARA vs FDX
+440.3%
-530.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | +6.0% | -2.5% | +8.5% | +8.0% |
| 30D | +0.6% | +3.8% | -3.2% | -2.6% |
| 3M | -18.5% | -1.3% | -17.2% | -18.7% |
| 6M | +21.7% | +5.0% | +16.7% | +16.1% |
| YTD | +25.9% | +39.6% | -13.7% | -2.7% |
| 1Y | -25.1% | +81.1% | -106.3% | -52.5% |
| 3Y | -5.7% | +63.0% | -68.8% | -38.4% |
| 5Y | -73.9% | +65.6% | -139.6% | -83.1% |
| 10Y | -75.6% | +183.4% | -259.0% | -89.9% |
| All | -90.5% | +440.3% | -530.8% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling