-71.3%
MARA vs FICO
+99.8%
-171.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | +4.6% |
| 7D | +6.0% | -19.2% | +25.2% | +15.3% |
| 30D | +0.6% | -14.6% | +15.2% | +6.5% |
| 3M | -18.5% | -20.1% | +1.6% | -15.4% |
| 6M | +21.7% | -36.3% | +58.1% | +38.5% |
| YTD | +25.9% | -44.9% | +70.8% | +54.6% |
| 1Y | -25.1% | -38.6% | +13.5% | -17.0% |
| 3Y | -5.7% | +4.0% | -9.7% | -37.5% |
| All | -71.3% | +99.8% | -171.1% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling