+19.0%
MARA vs UDR
+3.3%
+15.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +5.9% | -3.5% | +9.4% | +8.4% |
| 30D | +24.3% | -5.3% | +29.6% | +28.5% |
| 3M | -12.0% | -9.5% | -2.4% | -7.3% |
| 6M | +40.1% | -0.7% | +40.8% | +35.0% |
| YTD | +33.4% | -1.2% | +34.6% | +28.5% |
| 1Y | -23.7% | -5.7% | -18.0% | -23.4% |
| 3Y | +19.0% | +3.7% | +15.2% | +16.2% |
| All | +19.0% | +3.3% | +15.7% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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