-82.1%
MARA vs FN
+837.6%
-919.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +11.9% | -7.3% | -1.8% |
| 7D | +3.3% | +16.3% | -13.0% | -4.8% |
| 30D | -31.2% | -24.7% | -6.4% | -20.2% |
| 3M | -34.2% | -34.9% | +0.7% | -19.5% |
| 6M | -48.7% | -41.1% | -7.6% | -36.1% |
| YTD | -26.1% | -19.6% | -6.4% | -26.0% |
| 1Y | -58.2% | -18.5% | -39.6% | -58.8% |
| 3Y | -28.1% | +119.1% | -147.2% | -65.6% |
| 5Y | -91.3% | +206.9% | -298.2% | -96.8% |
| 10Y | -82.1% | +826.4% | -908.5% | -95.7% |
| All | -82.1% | +837.6% | -919.7% | -95.7% |
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