-91.6%
MARA vs USFD
+188.3%
-279.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.2% | +8.2% | +8.2% |
| 7D | -6.2% | +3.0% | -9.2% | -9.9% |
| 30D | -38.7% | +11.1% | -49.8% | -45.7% |
| 3M | -40.4% | -0.3% | -40.1% | -41.6% |
| 6M | -51.3% | +15.9% | -67.1% | -61.0% |
| YTD | -29.3% | +41.6% | -70.9% | -56.6% |
| 1Y | -60.2% | +49.4% | -109.6% | -77.1% |
| 3Y | -31.3% | +157.8% | -189.1% | -79.3% |
| All | -91.6% | +188.3% | -279.9% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling