-90.5%
MARA vs FITB
+503.4%
-593.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +6.0% | +0.6% | +5.4% | +5.6% |
| 30D | +0.6% | -4.7% | +5.4% | +4.1% |
| 3M | -18.5% | +6.7% | -25.2% | -23.0% |
| 6M | +21.7% | +12.6% | +9.2% | +9.7% |
| YTD | +25.9% | +19.1% | +6.8% | +7.6% |
| 1Y | -25.1% | +22.6% | -47.8% | -37.5% |
| 3Y | -5.7% | +127.1% | -132.9% | -48.1% |
| 5Y | -73.9% | +71.8% | -145.8% | -81.6% |
| 10Y | -75.6% | +287.2% | -362.8% | -90.7% |
| All | -90.5% | +503.4% | -593.9% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling