-90.1%
MARA vs MUB
+35.6%
-125.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +15.6% | -0.3% | +15.9% | +16.2% |
| 30D | +17.2% | -1.5% | +18.8% | +20.5% |
| 3M | -14.2% | -1.9% | -12.2% | -11.1% |
| 6M | +47.7% | -1.7% | +49.4% | +53.0% |
| YTD | +31.7% | -0.8% | +32.5% | +34.3% |
| 1Y | -22.2% | +1.5% | -23.7% | -23.7% |
| 3Y | +8.4% | +8.8% | -0.3% | -5.7% |
| 5Y | -68.3% | +2.0% | -70.3% | -69.2% |
| 10Y | -74.9% | +18.0% | -92.8% | -77.1% |
| All | -90.1% | +35.6% | -125.7% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling