+8.4%
MARA vs FHN
+134.1%
-125.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.6% |
| 7D | +15.6% | +2.7% | +13.0% | +13.1% |
| 30D | +17.2% | -3.1% | +20.3% | +19.9% |
| 3M | -14.2% | +2.3% | -16.5% | -17.2% |
| 6M | +47.7% | +9.7% | +38.0% | +33.2% |
| YTD | +31.7% | +4.7% | +27.0% | +23.4% |
| 1Y | -22.2% | +13.8% | -35.9% | -33.5% |
| 3Y | +8.4% | +131.6% | -123.1% | -44.6% |
| All | +8.4% | +134.1% | -125.7% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling