-25.1%
MARA vs FTNT
+104.9%
-130.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | -5.8% | +11.8% | +8.5% |
| 30D | +0.6% | -4.8% | +5.4% | +2.5% |
| 3M | -18.5% | +4.4% | -22.9% | -20.2% |
| 6M | +21.7% | +88.8% | -67.0% | -9.5% |
| YTD | +25.9% | +96.8% | -70.9% | -8.9% |
| 1Y | -25.1% | +104.5% | -129.6% | -40.1% |
| All | -25.1% | +104.9% | -130.1% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 1y: compounded portfolio wealth divided by compounded FTNT 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…
1y analysis · Full analysis span regression · 6 months rolling