-90.5%
MARA vs FN
+2,557.5%
-2,648.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -4.0% |
| 7D | +6.0% | -1.7% | +7.7% | +6.8% |
| 30D | +0.6% | -22.0% | +22.6% | +11.4% |
| 3M | -18.5% | -43.0% | +24.5% | +3.9% |
| 6M | +21.7% | -27.7% | +49.5% | +32.8% |
| YTD | +25.9% | -10.5% | +36.5% | +22.3% |
| 1Y | -25.1% | +12.5% | -37.6% | -35.7% |
| 3Y | -5.7% | +153.8% | -159.6% | -51.5% |
| 5Y | -73.9% | +288.0% | -361.9% | -89.4% |
| 10Y | -75.6% | +906.4% | -982.0% | -93.3% |
| All | -90.5% | +2,557.5% | -2,648.1% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling