-90.1%
MARA vs FTNT
+2,948.2%
-3,038.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.1% |
| 7D | +15.6% | -2.7% | +18.3% | +17.5% |
| 30D | +17.2% | -1.4% | +18.6% | +17.2% |
| 3M | -14.2% | +10.1% | -24.2% | -20.0% |
| 6M | +47.7% | +88.2% | -40.5% | -3.1% |
| YTD | +31.7% | +98.3% | -66.6% | -16.6% |
| 1Y | -22.2% | +96.0% | -118.1% | -50.4% |
| 3Y | +8.4% | +145.8% | -137.3% | -44.2% |
| 5Y | -68.3% | +154.6% | -222.9% | -83.6% |
| 10Y | -74.9% | +2,063.6% | -2,138.5% | -93.9% |
| All | -90.1% | +2,948.2% | -3,038.3% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling