-87.4%
MARA vs FITB
+48.6%
-136.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -4.1% |
| 7D | +10.1% | +2.8% | +7.3% | +7.0% |
| 30D | -15.1% | +9.8% | -24.9% | -23.3% |
| 3M | -24.1% | -5.2% | -18.9% | -20.5% |
| 6M | -45.2% | +17.3% | -62.5% | -54.9% |
| YTD | -22.2% | +19.3% | -41.5% | -38.6% |
| 1Y | -45.3% | +32.7% | -78.0% | -62.1% |
| 3Y | -23.9% | +141.6% | -165.4% | -70.6% |
| All | -87.4% | +48.6% | -136.0% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling