-82.2%
MARA vs UAL
+80.6%
-162.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -1.9% |
| 7D | +10.1% | -3.0% | +13.1% | +12.0% |
| 30D | -15.1% | +10.5% | -25.5% | -19.9% |
| 3M | -24.1% | -13.5% | -10.6% | -18.2% |
| 6M | -45.2% | +14.2% | -59.4% | -49.6% |
| YTD | -22.2% | -2.2% | -19.9% | -23.6% |
| 1Y | -45.3% | +12.5% | -57.8% | -50.3% |
| 3Y | -23.9% | +186.8% | -210.7% | -58.7% |
| 5Y | -90.8% | +119.4% | -210.2% | -94.1% |
| All | -82.2% | +80.6% | -162.7% | -86.6% |
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