-90.0%
MARA vs SYY
+326.0%
-416.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.4% |
| 7D | +13.8% | -0.2% | +14.1% | +13.9% |
| 30D | +24.7% | -2.7% | +27.4% | +26.4% |
| 3M | -10.4% | +5.9% | -16.3% | -14.0% |
| 6M | +37.6% | -2.3% | +40.0% | +36.7% |
| YTD | +32.7% | +13.1% | +19.6% | +21.9% |
| 1Y | -25.2% | +3.8% | -28.9% | -28.2% |
| 3Y | +9.3% | +26.7% | -17.5% | -7.1% |
| 5Y | -69.3% | +19.4% | -88.8% | -71.8% |
| 10Y | -73.6% | +112.0% | -185.6% | -81.3% |
| All | -90.0% | +326.0% | -416.1% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling