-84.1%
MARA vs USFD
+353.4%
-437.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +2.9% |
| 7D | +3.3% | +3.9% | -0.6% | +0.6% |
| 30D | -31.2% | +12.8% | -44.0% | -36.1% |
| 3M | -34.2% | +1.0% | -35.2% | -35.2% |
| 6M | -48.7% | +30.3% | -78.9% | -57.2% |
| YTD | -26.1% | +46.0% | -72.0% | -42.8% |
| 1Y | -58.2% | +49.6% | -107.8% | -68.0% |
| 3Y | -28.1% | +166.3% | -194.3% | -59.1% |
| 5Y | -91.3% | +208.4% | -299.7% | -95.2% |
| 10Y | -82.1% | +371.2% | -453.4% | -93.0% |
| All | -84.1% | +353.4% | -437.5% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling