+18.4%
MARA vs FTV
-3.3%
+21.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.8% |
| 7D | +13.8% | -1.3% | +15.1% | +15.2% |
| 30D | +24.7% | -9.5% | +34.2% | +35.8% |
| 3M | -10.4% | -10.9% | +0.5% | -1.8% |
| 6M | +37.6% | -0.6% | +38.3% | +34.7% |
| YTD | +32.7% | +1.4% | +31.3% | +22.3% |
| 1Y | -25.2% | +17.6% | -42.8% | -44.0% |
| All | +18.4% | -3.3% | +21.7% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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