-68.3%
MARA vs U
-68.4%
+0.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.2% |
| 7D | +15.6% | +4.5% | +11.2% | +13.1% |
| 30D | +17.2% | -0.6% | +17.8% | +17.1% |
| 3M | -14.2% | +48.4% | -62.6% | -32.4% |
| 6M | +47.7% | +115.4% | -67.7% | -7.9% |
| YTD | +31.7% | -3.2% | +35.0% | +19.2% |
| 1Y | -22.2% | -6.0% | -16.1% | -29.7% |
| 3Y | +8.4% | +13.5% | -5.0% | -22.8% |
| 5Y | -68.3% | -68.0% | -0.3% | -50.8% |
| All | -68.3% | -68.4% | +0.1% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling