-72.9%
MARA vs USFD
+329.0%
-401.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +6.0% | -3.0% | +9.0% | +7.7% |
| 30D | +0.6% | +3.5% | -2.9% | -1.7% |
| 3M | -18.5% | +26.6% | -45.1% | -30.2% |
| 6M | +21.7% | +11.7% | +10.0% | +12.0% |
| YTD | +25.9% | +38.1% | -12.2% | +1.5% |
| 1Y | -25.1% | +33.4% | -58.5% | -38.3% |
| 3Y | -5.7% | +155.8% | -161.6% | -44.6% |
| 5Y | -73.9% | +214.0% | -288.0% | -85.7% |
| 10Y | -75.6% | +320.4% | -396.0% | -89.8% |
| All | -72.9% | +329.0% | -401.9% | -88.4% |
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