-78.1%
MARA vs FIVN
+282.0%
-360.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +1.9% |
| 7D | +13.8% | -9.6% | +23.4% | +18.3% |
| 30D | +24.7% | -11.9% | +36.6% | +30.0% |
| 3M | -10.4% | +40.1% | -50.5% | -25.6% |
| 6M | +37.6% | +68.3% | -30.7% | +0.8% |
| YTD | +32.7% | +51.5% | -18.7% | -0.5% |
| 1Y | -25.2% | +15.1% | -40.3% | -36.5% |
| 3Y | +9.3% | -55.6% | +64.8% | +34.2% |
| 5Y | -69.3% | -82.4% | +13.1% | -47.4% |
| 10Y | -73.6% | +114.5% | -188.1% | -64.8% |
| All | -78.1% | +282.0% | -360.1% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling