-93.9%
MARA vs UAL
+453.3%
-547.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.4% | +10.5% |
| 7D | +2.5% | +12.5% | -9.9% | -3.0% |
| 30D | -23.9% | +12.2% | -36.1% | -28.0% |
| 3M | -23.2% | -2.6% | -20.6% | -22.6% |
| 6M | -43.3% | +21.1% | -64.3% | -48.4% |
| YTD | -18.3% | +7.8% | -26.1% | -22.8% |
| 1Y | -52.9% | +25.4% | -78.3% | -58.4% |
| 3Y | -23.6% | +217.3% | -241.0% | -55.0% |
| 5Y | -88.7% | +132.9% | -221.6% | -92.3% |
| 10Y | -80.3% | +101.1% | -181.4% | -87.2% |
| All | -93.9% | +453.3% | -547.1% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling