-68.3%
MARA vs SAP
+56.2%
-124.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +6.2% |
| 7D | +15.6% | -0.3% | +15.9% | +16.0% |
| 30D | +17.2% | +2.6% | +14.7% | +14.5% |
| 3M | -14.2% | +16.3% | -30.4% | -29.1% |
| 6M | +47.7% | +6.4% | +41.3% | +31.8% |
| YTD | +31.7% | -11.4% | +43.2% | +39.3% |
| 1Y | -22.2% | -20.4% | -1.8% | -5.0% |
| 3Y | +8.4% | +56.5% | -48.1% | -55.9% |
| 5Y | -68.3% | +56.8% | -125.1% | -87.0% |
| All | -68.3% | +56.2% | -124.5% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling