-90.5%
MARA vs FICO
+2,138.1%
-2,228.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | +6.4% |
| 7D | +6.0% | -19.2% | +25.2% | +17.8% |
| 30D | +0.6% | -14.6% | +15.2% | +7.9% |
| 3M | -18.5% | -20.1% | +1.6% | -14.0% |
| 6M | +21.7% | -36.3% | +58.1% | +41.3% |
| YTD | +25.9% | -44.9% | +70.8% | +58.2% |
| 1Y | -25.1% | -38.6% | +13.5% | -15.2% |
| 3Y | -5.7% | +4.0% | -9.7% | -30.7% |
| 5Y | -73.9% | +99.5% | -173.5% | -87.8% |
| 10Y | -75.6% | +604.7% | -680.3% | -93.4% |
| All | -90.5% | +2,138.1% | -2,228.6% | -98.7% |
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 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