-69.3%
MARA vs FITB
+70.3%
-139.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.4% |
| 7D | +13.8% | -0.4% | +14.2% | +14.4% |
| 30D | +24.7% | -5.1% | +29.8% | +31.0% |
| 3M | -10.4% | +3.5% | -14.0% | -14.6% |
| 6M | +37.6% | +17.2% | +20.4% | +13.3% |
| YTD | +32.7% | +17.6% | +15.1% | +7.1% |
| 1Y | -25.2% | +23.4% | -48.5% | -42.9% |
| 3Y | +9.3% | +129.7% | -120.5% | -54.9% |
| 5Y | -69.3% | +68.4% | -137.8% | -80.3% |
| All | -69.3% | +70.3% | -139.6% | -80.3% |
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