-90.5%
MARA vs FE
+84.3%
-174.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +6.0% | +1.9% | +4.1% | +5.4% |
| 30D | +0.6% | -1.2% | +1.8% | +1.0% |
| 3M | -18.5% | +3.5% | -22.0% | -19.6% |
| 6M | +21.7% | -6.1% | +27.8% | +23.6% |
| YTD | +25.9% | +7.6% | +18.3% | +22.9% |
| 1Y | -25.1% | +11.9% | -37.1% | -27.8% |
| 3Y | -5.7% | +48.4% | -54.2% | -18.3% |
| 5Y | -73.9% | +44.8% | -118.7% | -76.9% |
| 10Y | -75.6% | +115.9% | -191.5% | -78.9% |
| All | -90.5% | +84.3% | -174.8% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling