-23.7%
MARA vs SAP
-19.0%
-4.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +5.9% | -4.1% | +10.0% | +6.7% |
| 30D | +24.3% | +1.1% | +23.2% | +24.5% |
| 3M | -12.0% | +26.1% | -38.1% | -15.1% |
| 6M | +40.1% | +9.8% | +30.3% | +43.1% |
| YTD | +33.4% | -13.6% | +47.0% | +51.6% |
| 1Y | -23.7% | -18.7% | -5.1% | -5.0% |
| All | -23.7% | -19.0% | -4.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling