-66.3%
MARA vs SYY
+23.4%
-89.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +3.9% |
| 7D | +5.9% | +3.9% | +2.0% | +2.5% |
| 30D | +24.3% | -1.7% | +26.0% | +26.0% |
| 3M | -12.0% | +5.2% | -17.2% | -17.1% |
| 6M | +40.1% | -0.2% | +40.3% | +35.8% |
| YTD | +33.4% | +15.4% | +18.0% | +12.2% |
| 1Y | -23.7% | +5.6% | -29.3% | -30.4% |
| 3Y | +19.0% | +28.9% | -9.9% | -18.2% |
| All | -66.3% | +23.4% | -89.7% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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