-90.5%
MARA vs FHN
+303.2%
-393.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +6.0% | +1.2% | +4.8% | +5.4% |
| 30D | +0.6% | -4.7% | +5.3% | +3.2% |
| 3M | -18.5% | +3.5% | -22.1% | -20.6% |
| 6M | +21.7% | +7.8% | +13.9% | +16.0% |
| YTD | +25.9% | +5.9% | +20.1% | +20.9% |
| 1Y | -25.1% | +12.5% | -37.6% | -30.8% |
| 3Y | -5.7% | +117.2% | -123.0% | -37.2% |
| 5Y | -73.9% | +86.5% | -160.5% | -83.3% |
| 10Y | -75.6% | +125.7% | -201.4% | -88.1% |
| All | -90.5% | +303.2% | -393.7% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling