-74.9%
MARA vs USFD
+322.5%
-397.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.1% |
| 7D | +15.6% | -3.3% | +19.0% | +17.8% |
| 30D | +17.2% | -5.3% | +22.6% | +20.8% |
| 3M | -14.2% | +18.8% | -32.9% | -23.6% |
| 6M | +47.7% | +14.3% | +33.4% | +33.9% |
| YTD | +31.7% | +36.9% | -5.1% | +6.6% |
| 1Y | -22.2% | +31.7% | -53.9% | -35.5% |
| 3Y | +8.4% | +164.5% | -156.0% | -37.4% |
| 5Y | -68.3% | +212.6% | -280.9% | -82.5% |
| 10Y | -74.9% | +329.7% | -404.6% | -89.8% |
| All | -74.9% | +322.5% | -397.4% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling