-74.1%
MARA vs FLR
+19.7%
-93.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.3% |
| 7D | +5.9% | -3.5% | +9.4% | +7.6% |
| 30D | +24.3% | +4.2% | +20.1% | +21.9% |
| 3M | -12.0% | +8.1% | -20.1% | -15.4% |
| 6M | +40.1% | +21.5% | +18.6% | +26.3% |
| YTD | +33.4% | +36.8% | -3.4% | +14.7% |
| 1Y | -23.7% | +31.2% | -54.9% | -32.5% |
| 3Y | +19.0% | +53.9% | -34.9% | -3.4% |
| 5Y | -66.5% | +243.0% | -309.5% | -79.9% |
| All | -74.1% | +19.7% | -93.8% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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