-87.4%
MARA vs SFM
+116.0%
-203.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.3% | -3.3% |
| 7D | +10.1% | +6.0% | +4.0% | +8.2% |
| 30D | -15.1% | -19.5% | +4.4% | -11.0% |
| 3M | -24.1% | -37.0% | +12.9% | -14.7% |
| 6M | -45.2% | -41.0% | -4.2% | -37.5% |
| YTD | -22.2% | -34.6% | +12.5% | -15.5% |
| 1Y | -45.3% | -36.3% | -9.0% | -40.3% |
| 3Y | -23.9% | +24.5% | -48.4% | -34.9% |
| All | -87.4% | +116.0% | -203.4% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling