-68.0%
MARA vs UDR
-20.3%
-47.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.4% |
| 7D | -1.5% | -3.4% | +1.9% | +1.7% |
| 30D | +18.1% | -5.4% | +23.5% | +24.0% |
| 3M | -9.4% | -10.0% | +0.5% | -2.0% |
| 6M | +33.4% | -2.5% | +35.9% | +31.1% |
| YTD | +27.3% | -1.1% | +28.4% | +22.4% |
| 1Y | -27.9% | -3.9% | -24.0% | -29.4% |
| 3Y | +4.8% | +3.4% | +1.3% | -7.2% |
| 5Y | -68.0% | -18.9% | -49.1% | -56.3% |
| All | -68.0% | -20.3% | -47.8% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling