-90.5%
MARA vs SM
+5.1%
-95.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.2% | -11.2% | -8.3% |
| 7D | +22.4% | +10.6% | +11.9% | +16.9% |
| 30D | -21.0% | -15.0% | -6.0% | -16.2% |
| 3M | -25.3% | +1.7% | -27.0% | -27.7% |
| 6M | -43.4% | +5.9% | -49.3% | -48.3% |
| YTD | -19.8% | +79.0% | -98.8% | -46.7% |
| 1Y | -50.0% | +84.7% | -134.7% | -67.5% |
| 3Y | -25.1% | -3.5% | -21.6% | -36.5% |
| 5Y | -90.5% | +4.9% | -95.5% | -93.0% |
| All | -90.5% | +5.1% | -95.6% | -93.0% |
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