-90.5%
MARA vs FHN
+60.0%
-150.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | +22.4% | +1.3% | +21.2% | +21.7% |
| 30D | -21.0% | +2.8% | -23.8% | -22.0% |
| 3M | -25.3% | -8.9% | -16.4% | -22.0% |
| 6M | -43.4% | -0.7% | -42.7% | -43.7% |
| YTD | -19.8% | +0.1% | -19.9% | -20.5% |
| 1Y | -50.0% | +10.4% | -60.4% | -53.0% |
| 3Y | -25.1% | +128.8% | -153.9% | -43.0% |
| 5Y | -90.5% | +61.5% | -152.0% | -93.2% |
| All | -90.5% | +60.0% | -150.5% | -93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling