-75.3%
MARA vs FLUT
-11.0%
-64.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.9% |
| 7D | -1.5% | -3.6% | +2.1% | 0.0% |
| 30D | +18.1% | -0.3% | +18.4% | +17.6% |
| 3M | -9.4% | -12.6% | +3.2% | -6.3% |
| 6M | +33.4% | -8.0% | +41.4% | +33.9% |
| YTD | +27.3% | -54.1% | +81.4% | +68.2% |
| 1Y | -27.9% | -66.1% | +38.2% | +8.2% |
| 3Y | +4.8% | -45.0% | +49.8% | +27.3% |
| 5Y | -68.0% | -51.2% | -16.8% | -63.3% |
| All | -75.3% | -11.0% | -64.3% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FLUT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling