-94.7%
MARA vs FE
+84.7%
-179.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.1% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | -38.7% | +5.2% | -43.9% | -39.7% |
| 3M | -40.4% | 0.0% | -40.3% | -40.5% |
| 6M | -51.3% | +5.0% | -56.3% | -52.2% |
| YTD | -29.3% | +7.9% | -37.2% | -31.2% |
| 1Y | -60.2% | +6.3% | -66.6% | -61.1% |
| 3Y | -31.3% | +46.0% | -77.3% | -40.2% |
| 5Y | -90.1% | +45.6% | -135.7% | -91.2% |
| 10Y | -81.2% | +109.3% | -190.5% | -83.7% |
| All | -94.7% | +84.7% | -179.4% | -95.8% |
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