-90.0%
MARA vs FLR
+5.6%
-95.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +3.9% | +2.2% |
| 7D | +13.8% | -3.1% | +17.0% | +15.5% |
| 30D | +24.7% | +4.9% | +19.7% | +21.9% |
| 3M | -10.4% | +10.8% | -21.3% | -14.9% |
| 6M | +37.6% | +19.7% | +18.0% | +24.8% |
| YTD | +32.7% | +38.4% | -5.6% | +13.3% |
| 1Y | -25.2% | +34.7% | -59.9% | -34.6% |
| 3Y | +9.3% | +56.7% | -47.4% | -12.3% |
| 5Y | -69.3% | +241.6% | -311.0% | -81.9% |
| 10Y | -73.6% | +20.2% | -93.8% | -82.1% |
| All | -90.0% | +5.6% | -95.7% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling