+13.5%
MARA vs FTNT
+145.1%
-131.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.6% |
| 7D | -1.5% | +1.6% | -3.1% | -2.2% |
| 30D | +18.1% | -1.9% | +20.0% | +18.6% |
| 3M | -9.4% | +14.4% | -23.8% | -15.3% |
| 6M | +33.4% | +88.7% | -55.3% | -2.3% |
| YTD | +27.3% | +100.0% | -72.8% | -9.5% |
| 1Y | -27.9% | +99.9% | -127.8% | -48.6% |
| All | +13.5% | +145.1% | -131.6% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling