-68.3%
MARA vs FE
+48.2%
-116.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.9% |
| 7D | +15.6% | +0.6% | +15.0% | +15.4% |
| 30D | +17.2% | -2.1% | +19.4% | +18.4% |
| 3M | -14.2% | +2.6% | -16.8% | -15.5% |
| 6M | +47.7% | -6.8% | +54.5% | +52.0% |
| YTD | +31.7% | +6.9% | +24.9% | +26.8% |
| 1Y | -22.2% | +11.6% | -33.7% | -26.7% |
| 3Y | +8.4% | +47.7% | -39.3% | -20.2% |
| 5Y | -68.3% | +46.2% | -114.5% | -69.4% |
| All | -68.3% | +48.2% | -116.5% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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