-74.1%
MARA vs FIVN
+118.5%
-192.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.5% | +4.2% |
| 7D | +5.9% | -7.8% | +13.8% | +9.8% |
| 30D | +24.3% | -1.7% | +26.0% | +24.2% |
| 3M | -12.0% | +47.2% | -59.2% | -31.3% |
| 6M | +40.1% | +82.7% | -42.6% | -8.2% |
| YTD | +33.4% | +52.9% | -19.5% | -6.7% |
| 1Y | -23.7% | +17.5% | -41.2% | -38.3% |
| 3Y | +19.0% | -55.8% | +74.8% | +53.5% |
| 5Y | -66.5% | -82.3% | +15.8% | -33.4% |
| All | -74.1% | +118.5% | -192.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling