+18.4%
MARA vs SFM
+83.0%
-64.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +2.2% |
| 7D | +13.8% | -7.2% | +21.0% | +16.6% |
| 30D | +24.7% | -14.3% | +39.0% | +31.1% |
| 3M | -10.4% | -13.7% | +3.3% | -6.8% |
| 6M | +37.6% | -6.0% | +43.7% | +36.3% |
| YTD | +32.7% | -8.2% | +41.0% | +31.7% |
| 1Y | -25.2% | -46.2% | +21.1% | -4.6% |
| All | +18.4% | +83.0% | -64.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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