+282.3%
MARA vs U
-32.9%
+315.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.1% | +12.7% | +11.7% |
| 7D | +2.5% | +24.4% | -21.8% | -11.4% |
| 30D | -23.9% | +7.4% | -31.3% | -28.5% |
| 3M | -23.2% | +16.8% | -40.0% | -31.9% |
| 6M | -43.3% | +78.8% | -122.0% | -61.4% |
| YTD | -18.3% | +14.0% | -32.2% | -34.8% |
| 1Y | -52.9% | +16.7% | -69.6% | -63.0% |
| 3Y | -23.6% | +86.4% | -110.0% | -61.1% |
| 5Y | -88.7% | -71.5% | -17.2% | -83.1% |
| All | +282.3% | -32.9% | +315.2% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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