+8.4%
MARA vs FSLR
+15.2%
-6.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +3.3% |
| 7D | +15.6% | +6.8% | +8.8% | +13.4% |
| 30D | +17.2% | -14.7% | +32.0% | +23.0% |
| 3M | -14.2% | -22.6% | +8.4% | -7.5% |
| 6M | +47.7% | +12.7% | +35.0% | +42.2% |
| YTD | +31.7% | -18.4% | +50.1% | +37.5% |
| 1Y | -22.2% | +4.9% | -27.1% | -24.8% |
| 3Y | +8.4% | +16.4% | -8.0% | -8.5% |
| All | +8.4% | +15.2% | -6.7% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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