+8.4%
MARA vs SM
-2.8%
+11.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +3.4% |
| 7D | +15.6% | -0.2% | +15.8% | +15.7% |
| 30D | +17.2% | +31.5% | -14.3% | +7.0% |
| 3M | -14.2% | +17.3% | -31.5% | -19.9% |
| 6M | +47.7% | +48.5% | -0.8% | +20.4% |
| YTD | +31.7% | +106.3% | -74.5% | -8.4% |
| 1Y | -22.2% | +47.3% | -69.5% | -37.7% |
| 3Y | +8.4% | -1.4% | +9.9% | -8.4% |
| All | +8.4% | -2.8% | +11.2% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling