-94.2%
MARA vs SM
-41.2%
-53.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | +10.1% | +9.4% | +0.7% | +7.7% |
| 30D | -15.1% | -14.4% | -0.7% | -12.4% |
| 3M | -24.1% | +1.6% | -25.7% | -25.1% |
| 6M | -45.2% | +6.3% | -51.5% | -47.4% |
| YTD | -22.2% | +78.8% | -100.9% | -35.0% |
| 1Y | -45.3% | +83.1% | -128.4% | -54.7% |
| 3Y | -23.9% | -5.9% | -18.0% | -27.5% |
| 5Y | -90.8% | +4.8% | -95.6% | -91.4% |
| 10Y | -81.0% | +17.5% | -98.5% | -87.9% |
| All | -94.2% | -41.2% | -53.0% | -96.5% |
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