-95.1%
MARA vs FICO
+1,598.3%
-1,693.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.9% | -15.3% | -14.9% |
| 7D | -18.0% | -0.3% | -17.7% | -18.0% |
| 30D | -46.4% | +1.7% | -48.1% | -47.8% |
| 3M | -47.7% | -35.2% | -12.5% | -38.7% |
| 6M | -51.6% | -33.7% | -18.0% | -47.6% |
| YTD | -34.5% | -58.2% | +23.6% | -10.2% |
| 1Y | -65.7% | -56.6% | -9.1% | -54.4% |
| 3Y | -37.5% | -24.0% | -13.5% | -48.2% |
| 5Y | -90.8% | +86.1% | -176.8% | -95.9% |
| 10Y | -82.6% | +522.8% | -605.4% | -95.1% |
| All | -95.1% | +1,598.3% | -1,693.3% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling