-90.5%
MARA vs SM
-34.5%
-56.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.9% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | +0.6% | +26.3% | -25.7% | -4.9% |
| 3M | -18.5% | +8.7% | -27.2% | -21.2% |
| 6M | +21.7% | +51.7% | -29.9% | +6.9% |
| YTD | +25.9% | +99.0% | -73.1% | +3.7% |
| 1Y | -25.1% | +34.6% | -59.7% | -32.9% |
| 3Y | -5.7% | -7.8% | +2.0% | -9.1% |
| 5Y | -73.9% | +104.8% | -178.7% | -78.5% |
| 10Y | -75.6% | +7.2% | -82.9% | -84.3% |
| All | -90.5% | -34.5% | -56.0% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling