+8.4%
MARA vs FLUT
-42.5%
+50.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.4% |
| 7D | +15.6% | +3.8% | +11.8% | +14.1% |
| 30D | +17.2% | +6.3% | +11.0% | +14.0% |
| 3M | -14.2% | -4.0% | -10.1% | -14.7% |
| 6M | +47.7% | -10.3% | +58.0% | +50.0% |
| YTD | +31.7% | -53.2% | +84.9% | +84.7% |
| 1Y | -22.2% | -65.0% | +42.9% | +27.6% |
| 3Y | +8.4% | -43.9% | +52.3% | +41.1% |
| All | +8.4% | -42.5% | +50.9% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling