-75.3%
MARA vs FHN
+129.4%
-204.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.5% |
| 7D | -1.5% | -0.8% | -0.7% | -1.1% |
| 30D | +18.1% | -2.6% | +20.7% | +19.3% |
| 3M | -9.4% | +0.8% | -10.3% | -10.4% |
| 6M | +33.4% | +9.2% | +24.1% | +26.5% |
| YTD | +27.3% | +5.1% | +22.2% | +23.0% |
| 1Y | -27.9% | +12.2% | -40.1% | -32.9% |
| 3Y | +4.8% | +132.4% | -127.6% | -29.0% |
| 5Y | -68.0% | +91.1% | -159.1% | -78.8% |
| All | -75.3% | +129.4% | -204.7% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling