+8.4%
MARA vs SAP
+56.7%
-48.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +5.5% |
| 7D | +15.6% | -0.3% | +15.9% | +15.9% |
| 30D | +17.2% | +2.6% | +14.7% | +15.9% |
| 3M | -14.2% | +16.3% | -30.4% | -21.4% |
| 6M | +47.7% | +6.4% | +41.3% | +43.3% |
| YTD | +31.7% | -11.4% | +43.2% | +44.1% |
| 1Y | -22.2% | -20.4% | -1.8% | -5.5% |
| 3Y | +8.4% | +56.5% | -48.1% | -33.1% |
| All | +8.4% | +56.7% | -48.3% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling