-74.1%
MARA vs SM
+23.0%
-97.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +5.9% | +4.6% | +1.4% | +4.7% |
| 30D | +24.3% | +18.2% | +6.1% | +19.0% |
| 3M | -12.0% | +22.5% | -34.5% | -17.8% |
| 6M | +40.1% | +50.6% | -10.4% | +21.4% |
| YTD | +33.4% | +108.1% | -74.7% | +5.7% |
| 1Y | -23.7% | +46.0% | -69.7% | -34.1% |
| 3Y | +19.0% | +2.9% | +16.1% | +10.6% |
| 5Y | -66.5% | +112.6% | -179.1% | -73.4% |
| All | -74.1% | +23.0% | -97.1% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling