-75.3%
MARA vs MUB
+16.7%
-92.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -2.8% |
| 7D | -1.5% | -1.2% | -0.2% | +0.8% |
| 30D | +18.1% | -2.8% | +20.8% | +24.2% |
| 3M | -9.4% | -3.1% | -6.4% | -4.2% |
| 6M | +33.4% | -2.9% | +36.2% | +41.2% |
| YTD | +27.3% | -2.0% | +29.3% | +32.8% |
| 1Y | -27.9% | 0.0% | -27.9% | -27.3% |
| 3Y | +4.8% | +7.4% | -2.6% | -7.0% |
| 5Y | -68.0% | +0.8% | -68.8% | -68.4% |
| All | -75.3% | +16.7% | -92.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling