“Martha” is her name. “Marcy May” is the name given to her by the leader of a cult group. “Marlene” is the name all the women in the group use to answer the telephone. The cult occupies a white frame farmhouse in rural New York state, where there are many more women than men, and all of them are under the control of the leader, Patrick. That this man is compelling and charismatic helps explain his power; softly, gently, maintaining tight eye contact, he coaxes agreement from his followers, who are all damaged or vulnerable in some way.

Martha (Elizabeth Olsen) has had things go wrong earlier in her life. Their nature is left murky in this persuasive film. When she escapes the cult and picks up a phone to call Lucy, her older married sister (Sarah Paulson), we sense no joy when she hears Lucy’s voice. Home is the place where, when you have to go there, they have to take you in. Lucy lives with her husband, Ted (Hugh Dancy), in a lakeside “cottage” large enough to be a bed and breakfast. Ted is a British architect, stuffed with pretension. Lucy is sensible and cares for Martha but doesn’t seem to pick up on how damaged the younger girl really is. Maybe there was not much closeness when they were all growing up.

The movie’s timeline moves freely, sometimes with deliberate confusion, between the two years Martha spent on the farm and the present side, on the lake with Lucy and Ted. We get the feeling that these two times are intermingled in her mind. She knows she has left the cult, she knows she is with her sister, but so deeply did Patrick indoctrinate and seduce her that he lives on, a presence in her mind. As small as the cult is and as large as the world is, it may be a long time before Martha feels safe anywhere.