+18.4%
MARA vs MUB
+8.2%
+10.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.7% |
| 7D | +13.8% | -0.7% | +14.6% | +15.3% |
| 30D | +24.7% | -2.0% | +26.7% | +29.5% |
| 3M | -10.4% | -2.5% | -7.9% | -5.9% |
| 6M | +37.6% | -2.3% | +40.0% | +44.3% |
| YTD | +32.7% | -1.3% | +34.0% | +37.2% |
| 1Y | -25.2% | +1.1% | -26.3% | -25.1% |
| All | +18.4% | +8.2% | +10.1% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling