+19.0%
MARA vs AUR
+84.2%
-65.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +4.2% |
| 7D | +5.9% | +1.4% | +4.5% | +5.4% |
| 30D | +24.3% | -6.4% | +30.7% | +27.1% |
| 3M | -12.0% | +7.7% | -19.7% | -15.0% |
| 6M | +40.1% | +44.5% | -4.4% | +18.5% |
| YTD | +33.4% | +67.4% | -34.0% | +7.2% |
| 1Y | -23.7% | +15.4% | -39.2% | -29.8% |
| 3Y | +19.0% | +94.8% | -75.9% | -28.1% |
| All | +19.0% | +84.2% | -65.3% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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