-68.0%
MARA vs FTV
-3.0%
-65.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -1.2% |
| 7D | -1.5% | -5.2% | +3.7% | +5.4% |
| 30D | +18.1% | -11.5% | +29.6% | +37.6% |
| 3M | -9.4% | -9.0% | -0.4% | -0.2% |
| 6M | +33.4% | -2.0% | +35.4% | +31.1% |
| YTD | +27.3% | -0.9% | +28.2% | +15.8% |
| 1Y | -27.9% | +14.8% | -42.7% | -49.0% |
| 3Y | +4.8% | -5.5% | +10.3% | +2.8% |
| 5Y | -68.0% | -1.9% | -66.2% | -73.1% |
| All | -68.0% | -3.0% | -65.0% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling