-82.2%
MARA vs FHN
+81.8%
-164.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.2% |
| 7D | +10.1% | +2.1% | +8.0% | +8.9% |
| 30D | -15.1% | +3.8% | -18.9% | -16.7% |
| 3M | -24.1% | -8.9% | -15.2% | -20.6% |
| 6M | -45.2% | +1.8% | -47.0% | -46.1% |
| YTD | -22.2% | +0.6% | -22.7% | -23.1% |
| 1Y | -45.3% | +12.9% | -58.2% | -49.3% |
| 3Y | -23.9% | +126.4% | -150.2% | -47.6% |
| 5Y | -90.8% | +62.3% | -153.1% | -93.3% |
| All | -82.2% | +81.8% | -164.0% | -88.6% |
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