-22.2%
MARA vs FICO
-39.2%
+17.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +15.6% | -15.4% | +31.1% | +15.4% |
| 30D | +17.2% | -10.4% | +27.6% | +17.4% |
| 3M | -14.2% | -22.7% | +8.5% | -16.1% |
| 6M | +47.7% | -36.8% | +84.5% | +45.4% |
| YTD | +31.7% | -44.8% | +76.5% | +29.7% |
| 1Y | -22.2% | -39.3% | +17.2% | -22.4% |
| All | -22.2% | -39.2% | +17.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling