-91.6%
MARA vs UAL
+109.3%
-200.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.0% | +6.0% | +6.4% |
| 7D | -6.2% | +8.2% | -14.4% | -12.4% |
| 30D | -38.7% | +2.3% | -41.0% | -40.0% |
| 3M | -40.4% | -12.7% | -27.7% | -34.5% |
| 6M | -51.3% | +12.7% | -64.0% | -56.7% |
| YTD | -29.3% | +0.8% | -30.1% | -34.0% |
| 1Y | -60.2% | +17.8% | -78.0% | -67.5% |
| 3Y | -31.3% | +206.7% | -238.0% | -78.6% |
| All | -91.6% | +109.3% | -200.8% | -96.9% |
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