-77.9%
MARA vs SFM
+132.6%
-210.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -3.1% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +0.6% | -4.4% | +5.0% | +1.3% |
| 3M | -18.5% | +1.5% | -20.0% | -19.2% |
| 6M | +21.7% | +6.5% | +15.3% | +18.7% |
| YTD | +25.9% | +2.2% | +23.8% | +23.7% |
| 1Y | -25.1% | -41.9% | +16.7% | -18.5% |
| 3Y | -5.7% | +106.8% | -112.5% | -16.9% |
| 5Y | -73.9% | +231.6% | -305.5% | -78.5% |
| 10Y | -75.6% | +258.4% | -334.1% | -80.8% |
| All | -77.9% | +132.6% | -210.5% | -82.2% |
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