-82.2%
MARA vs USFD
+359.9%
-442.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +10.1% | +1.7% | +8.4% | +9.2% |
| 30D | -15.1% | +10.2% | -25.2% | -20.1% |
| 3M | -24.1% | -1.5% | -22.6% | -24.2% |
| 6M | -45.2% | +27.3% | -72.5% | -53.6% |
| YTD | -22.2% | +44.0% | -66.1% | -39.3% |
| 1Y | -45.3% | +50.4% | -95.7% | -58.3% |
| 3Y | -23.9% | +153.6% | -177.4% | -55.5% |
| 5Y | -90.8% | +219.0% | -309.8% | -95.0% |
| All | -82.2% | +359.9% | -442.1% | -92.9% |
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