+25.3%
MARA vs FND
+58.4%
-33.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.6% | +9.2% | +7.7% |
| 7D | +15.6% | +0.4% | +15.3% | +15.2% |
| 30D | +17.2% | -23.6% | +40.8% | +39.1% |
| 3M | -14.2% | +4.3% | -18.5% | -21.1% |
| 6M | +47.7% | -20.3% | +68.0% | +60.9% |
| YTD | +31.7% | -21.3% | +53.0% | +43.9% |
| 1Y | -22.2% | -45.4% | +23.2% | +8.6% |
| 3Y | +8.4% | -48.9% | +57.3% | +48.4% |
| 5Y | -68.3% | -61.0% | -7.2% | -45.1% |
| All | +25.3% | +58.4% | -33.1% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling