-23.9%
MARA vs FICO
-27.8%
+4.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | +10.1% | +2.2% | +7.9% | +9.7% |
| 30D | -15.1% | +0.1% | -15.1% | -15.3% |
| 3M | -24.1% | -35.2% | +11.1% | -18.8% |
| 6M | -45.2% | -32.4% | -12.8% | -44.4% |
| YTD | -22.2% | -57.4% | +35.2% | -8.9% |
| 1Y | -45.3% | -58.5% | +13.2% | -35.5% |
| 3Y | -23.9% | -28.9% | +5.0% | -36.2% |
| All | -23.9% | -27.8% | +4.0% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling