-69.3%
MARA vs SM
+119.2%
-188.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +13.8% | -0.2% | +14.1% | +13.9% |
| 30D | +24.7% | +20.3% | +4.4% | +14.6% |
| 3M | -10.4% | +22.9% | -33.4% | -21.4% |
| 6M | +37.6% | +47.8% | -10.2% | +5.5% |
| YTD | +32.7% | +107.5% | -74.7% | -15.8% |
| 1Y | -25.2% | +51.7% | -76.9% | -45.0% |
| 3Y | +9.3% | -0.9% | +10.1% | -5.6% |
| 5Y | -69.3% | +112.2% | -181.6% | -82.7% |
| All | -69.3% | +119.2% | -188.6% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling