-57.4%
MARA vs USFD
+49.7%
-107.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +4.2% |
| 7D | +3.3% | +3.9% | -0.6% | +3.1% |
| 30D | -31.2% | +12.8% | -44.0% | -32.5% |
| 3M | -34.2% | +1.0% | -35.2% | -34.2% |
| 6M | -48.7% | +30.3% | -78.9% | -54.4% |
| YTD | -26.1% | +46.0% | -72.0% | -46.4% |
| All | -57.4% | +49.7% | -107.1% | -70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling