-8.5%
MARA vs UAL
+131.3%
-139.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -4.2% |
| 7D | +6.0% | +0.7% | +5.3% | +5.4% |
| 30D | +0.6% | -16.1% | +16.7% | +12.8% |
| 3M | -18.5% | +6.1% | -24.7% | -22.1% |
| 6M | +21.7% | +10.8% | +10.9% | +11.1% |
| YTD | +25.9% | -0.4% | +26.3% | +21.3% |
| 1Y | -25.1% | +5.0% | -30.2% | -30.5% |
| All | -8.5% | +131.3% | -139.8% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling