-82.2%
MARA vs MUB
+21.8%
-104.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.3% |
| 7D | +10.1% | -1.3% | +11.3% | +12.6% |
| 30D | -15.1% | +2.2% | -17.2% | -18.6% |
| 3M | -24.1% | -1.6% | -22.5% | -21.9% |
| 6M | -45.2% | -1.3% | -43.9% | -43.9% |
| YTD | -22.2% | -0.7% | -21.5% | -20.9% |
| 1Y | -45.3% | -0.2% | -45.1% | -44.9% |
| 3Y | -23.9% | +9.6% | -33.5% | -35.4% |
| 5Y | -90.8% | +2.6% | -93.3% | -91.2% |
| All | -82.2% | +21.8% | -104.0% | -74.9% |
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