-75.3%
MARA vs FITB
+288.7%
-364.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.6% | -4.5% |
| 7D | -1.5% | -1.0% | -0.5% | -0.7% |
| 30D | +18.1% | -5.5% | +23.6% | +23.0% |
| 3M | -9.4% | +4.1% | -13.5% | -12.9% |
| 6M | +33.4% | +18.7% | +14.7% | +14.7% |
| YTD | +27.3% | +18.2% | +9.1% | +9.0% |
| 1Y | -27.9% | +23.7% | -51.6% | -40.5% |
| 3Y | +4.8% | +130.8% | -126.0% | -43.6% |
| 5Y | -68.0% | +69.8% | -137.8% | -77.4% |
| All | -75.3% | +288.7% | -364.0% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling