-23.9%
MARA vs SAP
+69.7%
-93.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | +10.1% | +0.6% | +9.5% | +9.7% |
| 30D | -15.1% | +6.5% | -21.6% | -18.1% |
| 3M | -24.1% | +12.2% | -36.3% | -28.7% |
| 6M | -45.2% | +46.1% | -91.2% | -56.7% |
| YTD | -22.2% | -1.6% | -20.5% | -19.7% |
| 1Y | -45.3% | -5.1% | -40.2% | -41.6% |
| 3Y | -23.9% | +68.4% | -92.2% | -54.0% |
| All | -23.9% | +69.7% | -93.5% | -54.0% |
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 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