-94.7%
MARA vs UAL
+417.4%
-512.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.0% | +6.0% | +7.0% |
| 7D | -6.2% | +8.2% | -14.4% | -9.9% |
| 30D | -38.7% | +2.3% | -41.0% | -39.4% |
| 3M | -40.4% | -12.7% | -27.7% | -36.8% |
| 6M | -51.3% | +12.7% | -64.0% | -54.2% |
| YTD | -29.3% | +0.8% | -30.1% | -31.0% |
| 1Y | -60.2% | +17.8% | -78.0% | -63.9% |
| 3Y | -31.3% | +206.7% | -238.0% | -58.8% |
| 5Y | -90.1% | +113.9% | -203.9% | -92.9% |
| 10Y | -81.2% | +97.0% | -178.2% | -87.5% |
| All | -94.7% | +417.4% | -512.1% | -95.4% |
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