-66.3%
MARA vs FND
-63.3%
-3.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.0% |
| 7D | +5.9% | -5.8% | +11.7% | +10.6% |
| 30D | +24.3% | -20.2% | +44.5% | +46.5% |
| 3M | -12.0% | -12.0% | 0.0% | -8.3% |
| 6M | +40.1% | -18.5% | +58.6% | +51.3% |
| YTD | +33.4% | -22.3% | +55.7% | +48.1% |
| 1Y | -23.7% | -47.6% | +23.9% | +18.7% |
| 3Y | +19.0% | -49.8% | +68.7% | +65.2% |
| All | -66.3% | -63.3% | -3.0% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling