-75.3%
MARA vs UAL
+106.0%
-181.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | -1.5% | -2.0% | +0.5% | -0.5% |
| 30D | +18.1% | -15.7% | +33.8% | +29.2% |
| 3M | -9.4% | +3.6% | -13.0% | -11.4% |
| 6M | +33.4% | +16.9% | +16.5% | +20.0% |
| YTD | +27.3% | -4.8% | +32.0% | +27.0% |
| 1Y | -27.9% | -0.9% | -27.0% | -29.3% |
| 3Y | +4.8% | +124.5% | -119.7% | -35.5% |
| 5Y | -68.0% | +140.2% | -208.2% | -80.3% |
| All | -75.3% | +106.0% | -181.3% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling