-94.7%
MARA vs FICO
+1,591.4%
-1,686.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.2% |
| 7D | -6.2% | -0.9% | -5.3% | -5.9% |
| 30D | -38.7% | +3.3% | -42.0% | -40.8% |
| 3M | -40.4% | -31.7% | -8.7% | -32.2% |
| 6M | -51.3% | -34.0% | -17.3% | -47.1% |
| YTD | -29.3% | -58.3% | +29.0% | -2.8% |
| 1Y | -60.2% | -57.9% | -2.3% | -46.0% |
| 3Y | -31.3% | -24.1% | -7.2% | -43.0% |
| 5Y | -90.1% | +85.3% | -175.4% | -95.6% |
| 10Y | -81.2% | +520.3% | -601.5% | -94.7% |
| All | -94.7% | +1,591.4% | -1,686.1% | -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