-94.2%
MARA vs FITB
+504.3%
-598.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.8% |
| 7D | +10.1% | +2.8% | +7.3% | +7.9% |
| 30D | -15.1% | +9.8% | -24.9% | -21.1% |
| 3M | -24.1% | -5.2% | -18.9% | -21.4% |
| 6M | -45.2% | +17.3% | -62.5% | -52.2% |
| YTD | -22.2% | +19.3% | -41.5% | -33.7% |
| 1Y | -45.3% | +32.7% | -78.0% | -57.3% |
| 3Y | -23.9% | +141.6% | -165.4% | -59.7% |
| 5Y | -90.8% | +48.9% | -139.6% | -92.9% |
| 10Y | -81.0% | +216.5% | -297.5% | -91.7% |
| All | -94.2% | +504.3% | -598.4% | -98.8% |
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