-23.7%
MARA vs FTNT
+95.0%
-118.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.6% | +5.5% |
| 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% | -15.0% |
| 6M | +40.1% | +87.0% | -46.8% | +3.9% |
| YTD | +33.4% | +96.5% | -63.1% | -4.4% |
| 1Y | -23.7% | +92.9% | -116.7% | -42.1% |
| All | -23.7% | +95.0% | -118.7% | -42.1% |
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