-93.6%
MARA vs FDX
+442.6%
-536.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.7% |
| 7D | +11.5% | -2.1% | +13.6% | +13.4% |
| 30D | -18.9% | +10.4% | -29.3% | -24.5% |
| 3M | -20.9% | +0.5% | -21.3% | -21.9% |
| 6M | -42.8% | +6.5% | -49.3% | -46.1% |
| YTD | -14.7% | +40.2% | -54.9% | -34.7% |
| 1Y | -47.6% | +52.1% | -99.7% | -62.3% |
| 3Y | -20.3% | +72.8% | -93.1% | -50.5% |
| 5Y | -89.2% | +76.3% | -165.4% | -93.3% |
| 10Y | -79.2% | +155.7% | -234.9% | -90.8% |
| All | -93.6% | +442.6% | -536.2% | -98.6% |
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