-84.3%
MARA vs FTV
+127.6%
-211.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +10.1% | +3.9% | +6.2% | +6.7% |
| 30D | -15.1% | +18.7% | -33.7% | -26.6% |
| 3M | -24.1% | +10.0% | -34.1% | -30.1% |
| 6M | -45.2% | +14.6% | -59.7% | -51.9% |
| YTD | -22.2% | +23.4% | -45.6% | -38.3% |
| 1Y | -45.3% | +31.3% | -76.6% | -59.3% |
| 3Y | -23.9% | +39.8% | -63.7% | -44.0% |
| 5Y | -90.8% | +17.7% | -108.5% | -92.0% |
| 10Y | -81.0% | +110.2% | -191.2% | -89.0% |
| All | -84.3% | +127.6% | -211.8% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling