-68.3%
MARA vs UAL
+131.8%
-200.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.4% | +6.8% |
| 7D | +15.6% | +3.5% | +12.2% | +12.4% |
| 30D | +17.2% | -16.5% | +33.7% | +33.8% |
| 3M | -14.2% | +2.8% | -16.9% | -16.8% |
| 6M | +47.7% | +17.6% | +30.1% | +25.2% |
| YTD | +31.7% | -3.2% | +34.9% | +27.7% |
| 1Y | -22.2% | +0.4% | -22.6% | -26.7% |
| 3Y | +8.4% | +128.2% | -119.7% | -54.4% |
| 5Y | -68.3% | +137.7% | -206.0% | -87.6% |
| All | -68.3% | +131.8% | -200.1% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling