-74.1%
MARA vs FWONK
+340.2%
-414.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.7% | +4.7% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +24.3% | -7.7% | +32.0% | +30.7% |
| 3M | -12.0% | +5.7% | -17.7% | -16.9% |
| 6M | +40.1% | +13.5% | +26.7% | +25.7% |
| YTD | +33.4% | -3.0% | +36.4% | +32.1% |
| 1Y | -23.7% | -6.4% | -17.3% | -22.7% |
| 3Y | +19.0% | +43.8% | -24.9% | -11.8% |
| 5Y | -66.5% | +98.6% | -165.0% | -79.2% |
| All | -74.1% | +340.2% | -414.3% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling