-74.1%
MARA vs FTNT
+2,095.7%
-2,169.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.6% | +6.1% |
| 7D | +5.9% | -0.1% | +6.1% | +5.9% |
| 30D | +24.3% | -3.0% | +27.2% | +25.6% |
| 3M | -12.0% | +7.6% | -19.6% | -18.5% |
| 6M | +40.1% | +87.0% | -46.8% | -18.5% |
| YTD | +33.4% | +96.5% | -63.1% | -25.9% |
| 1Y | -23.7% | +92.9% | -116.7% | -57.0% |
| 3Y | +19.0% | +139.8% | -120.9% | -50.7% |
| 5Y | -66.5% | +151.3% | -217.8% | -86.9% |
| All | -74.1% | +2,095.7% | -2,169.8% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling