-90.5%
MARA vs SAP
+333.9%
-424.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.7% |
| 7D | +6.0% | -2.9% | +8.9% | +9.1% |
| 30D | +0.6% | +9.0% | -8.4% | -7.0% |
| 3M | -18.5% | +14.9% | -33.5% | -31.6% |
| 6M | +21.7% | +11.9% | +9.8% | +2.4% |
| YTD | +25.9% | -9.9% | +35.9% | +26.6% |
| 1Y | -25.1% | -19.5% | -5.6% | -15.2% |
| 3Y | -5.7% | +61.8% | -67.6% | -48.8% |
| 5Y | -73.9% | +56.2% | -130.1% | -84.7% |
| 10Y | -75.6% | +180.6% | -256.2% | -90.7% |
| All | -90.5% | +333.9% | -424.4% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling