-82.2%
MARA vs FN
+700.1%
-782.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | +1.0% |
| 7D | +10.1% | +0.3% | +9.8% | +9.2% |
| 30D | -15.1% | -16.5% | +1.5% | -7.0% |
| 3M | -24.1% | -42.1% | +18.0% | -1.3% |
| 6M | -45.2% | -52.9% | +7.7% | -22.9% |
| YTD | -22.2% | -28.0% | +5.8% | -17.7% |
| 1Y | -45.3% | -18.5% | -26.8% | -46.6% |
| 3Y | -23.9% | +93.9% | -117.7% | -61.3% |
| 5Y | -90.8% | +170.5% | -261.3% | -96.4% |
| All | -82.2% | +700.1% | -782.3% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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