-25.1%
MARA vs UAL
+5.0%
-30.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -4.0% |
| 7D | +6.0% | +0.7% | +5.3% | +5.5% |
| 30D | +0.6% | -16.1% | +16.7% | +11.6% |
| 3M | -18.5% | +6.1% | -24.7% | -21.2% |
| 6M | +21.7% | +10.8% | +10.9% | +13.4% |
| YTD | +25.9% | -0.4% | +26.3% | +21.5% |
| 1Y | -25.1% | +5.0% | -30.2% | -32.8% |
| All | -25.1% | +5.0% | -30.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 1y: compounded portfolio wealth divided by compounded UAL 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…
1y analysis · Full analysis span regression · 6 months rolling