-28.1%
MARA vs U
+90.5%
-118.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +3.3% | +32.3% | -29.0% | -9.6% |
| 30D | -31.2% | +9.7% | -40.9% | -34.6% |
| 3M | -34.2% | +19.6% | -53.8% | -40.2% |
| 6M | -48.7% | +82.6% | -131.3% | -61.9% |
| YTD | -26.1% | +16.4% | -42.5% | -36.5% |
| 1Y | -58.2% | +28.5% | -86.6% | -65.9% |
| 3Y | -28.1% | +103.8% | -131.8% | -52.0% |
| All | -28.1% | +90.5% | -118.5% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling