-71.3%
MARA vs FN
+289.0%
-360.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -4.1% |
| 7D | +6.0% | -1.7% | +7.7% | +6.8% |
| 30D | +0.6% | -22.0% | +22.6% | +11.8% |
| 3M | -18.5% | -43.0% | +24.5% | +5.0% |
| 6M | +21.7% | -27.7% | +49.5% | +32.4% |
| YTD | +25.9% | -10.5% | +36.5% | +20.5% |
| 1Y | -25.1% | +12.5% | -37.6% | -37.5% |
| 3Y | -5.7% | +153.8% | -159.6% | -58.4% |
| All | -71.3% | +289.0% | -360.3% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling