-86.3%
MARA vs SFM
+48.8%
-135.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.3% | -3.2% |
| 7D | +10.1% | +6.0% | +4.0% | +8.9% |
| 30D | -15.1% | -19.5% | +4.4% | -12.4% |
| 3M | -24.1% | -37.0% | +12.9% | -18.3% |
| 6M | -45.2% | -41.0% | -4.2% | -40.5% |
| YTD | -22.2% | -34.6% | +12.5% | -17.7% |
| 1Y | -45.3% | -36.3% | -9.0% | -42.0% |
| 3Y | -23.9% | +24.5% | -48.4% | -27.1% |
| 5Y | -90.8% | +115.9% | -206.7% | -91.8% |
| 10Y | -81.0% | +139.5% | -220.5% | -84.0% |
| All | -86.3% | +48.8% | -135.1% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling