-5.7%
MARA vs FN
+158.4%
-164.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -3.9% |
| 7D | +6.0% | -1.7% | +7.7% | +6.7% |
| 30D | +0.6% | -22.0% | +22.6% | +10.5% |
| 3M | -18.5% | -43.0% | +24.5% | +1.7% |
| 6M | +21.7% | -27.7% | +49.5% | +31.5% |
| YTD | +25.9% | -10.5% | +36.5% | +22.0% |
| 1Y | -25.1% | +12.5% | -37.6% | -35.1% |
| All | -5.7% | +158.4% | -164.1% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling