-68.0%
MARA vs FLR
+230.6%
-298.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -2.6% |
| 7D | -1.5% | -6.9% | +5.4% | +3.2% |
| 30D | +18.1% | +1.1% | +16.9% | +17.0% |
| 3M | -9.4% | +14.3% | -23.8% | -18.1% |
| 6M | +33.4% | +19.1% | +14.3% | +14.5% |
| YTD | +27.3% | +35.1% | -7.8% | +0.7% |
| 1Y | -27.9% | +29.5% | -57.4% | -40.5% |
| 3Y | +4.8% | +53.0% | -48.2% | -28.5% |
| 5Y | -68.0% | +238.9% | -306.9% | -84.7% |
| All | -68.0% | +230.6% | -298.6% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling