-58.7%
MARA vs SM
+70.4%
-129.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -15.3% | +11.2% | -4.1% |
| 7D | -6.5% | -21.5% | +15.0% | -6.6% |
| 30D | -38.5% | -11.4% | -27.1% | -38.5% |
| 3M | -41.5% | +0.6% | -42.2% | -41.3% |
| 6M | -41.9% | +0.2% | -42.2% | -41.3% |
| YTD | -23.5% | +69.7% | -93.2% | -39.4% |
| 1Y | -58.7% | +71.6% | -130.2% | -67.2% |
| All | -58.7% | +70.4% | -129.0% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling