-94.0%
MARA vs FIVE
+822.5%
-916.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.2% |
| 7D | -6.2% | -0.3% | -5.9% | -6.1% |
| 30D | -38.7% | +17.7% | -56.4% | -42.9% |
| 3M | -40.4% | +4.0% | -44.3% | -42.1% |
| 6M | -51.3% | +2.6% | -53.9% | -53.1% |
| YTD | -29.3% | +27.6% | -56.9% | -37.8% |
| 1Y | -60.2% | +59.9% | -120.2% | -68.2% |
| 3Y | -31.3% | +35.8% | -67.0% | -45.9% |
| 5Y | -90.1% | +14.4% | -104.5% | -91.5% |
| 10Y | -81.2% | +576.1% | -657.3% | -88.1% |
| All | -94.0% | +822.5% | -916.4% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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