-81.6%
MARA vs FN
+763.2%
-844.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -3.8% |
| 7D | +22.4% | +20.8% | +1.7% | +10.0% |
| 30D | -21.0% | -17.3% | -3.7% | -12.9% |
| 3M | -25.3% | -38.1% | +12.8% | -6.1% |
| 6M | -43.4% | -44.2% | +0.8% | -27.6% |
| YTD | -19.8% | -22.3% | +2.5% | -18.5% |
| 1Y | -50.0% | -20.9% | -29.1% | -50.1% |
| 3Y | -25.1% | +111.1% | -136.1% | -63.6% |
| 5Y | -90.5% | +191.8% | -282.3% | -96.5% |
| All | -81.6% | +763.2% | -844.8% | -95.6% |
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