-76.2%
MARA vs FLNC
-70.4%
-5.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +3.9% |
| 7D | +5.9% | -4.1% | +10.0% | +7.4% |
| 30D | +24.3% | -24.8% | +49.0% | +38.0% |
| 3M | -12.0% | -59.1% | +47.1% | +22.4% |
| 6M | +40.1% | -42.0% | +82.1% | +50.7% |
| YTD | +33.4% | -49.8% | +83.2% | +48.1% |
| 1Y | -23.7% | +43.1% | -66.8% | -51.5% |
| 3Y | +19.0% | -61.0% | +79.9% | +1.5% |
| All | -76.2% | -70.4% | -5.9% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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