-8.5%
MARA vs USFD
+165.3%
-173.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | +6.0% | -3.0% | +9.0% | +8.2% |
| 30D | +0.6% | +3.5% | -2.9% | -2.6% |
| 3M | -18.5% | +26.6% | -45.1% | -35.9% |
| 6M | +21.7% | +11.7% | +10.0% | +7.4% |
| YTD | +25.9% | +38.1% | -12.2% | -14.0% |
| 1Y | -25.1% | +33.4% | -58.5% | -46.9% |
| All | -8.5% | +165.3% | -173.8% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling