-87.4%
MARA vs MUB
+2.5%
-89.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.2% |
| 7D | +10.1% | -1.3% | +11.3% | +13.0% |
| 30D | -15.1% | +2.2% | -17.2% | -19.2% |
| 3M | -24.1% | -1.6% | -22.5% | -21.3% |
| 6M | -45.2% | -1.3% | -43.9% | -43.5% |
| YTD | -22.2% | -0.7% | -21.5% | -20.4% |
| 1Y | -45.3% | -0.2% | -45.1% | -44.6% |
| 3Y | -23.9% | +9.6% | -33.5% | -38.6% |
| All | -87.4% | +2.5% | -89.9% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling