+18.4%
MARA vs FND
-50.0%
+68.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +13.8% | -0.8% | +14.6% | +14.1% |
| 30D | +24.7% | -19.6% | +44.3% | +37.6% |
| 3M | -10.4% | -4.3% | -6.1% | -12.1% |
| 6M | +37.6% | -20.4% | +58.1% | +48.2% |
| YTD | +32.7% | -21.9% | +54.6% | +43.9% |
| 1Y | -25.2% | -45.2% | +20.0% | -0.5% |
| All | +18.4% | -50.0% | +68.4% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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