-90.1%
MARA vs UDR
+130.3%
-220.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +5.0% |
| 7D | +15.6% | -2.1% | +17.7% | +16.9% |
| 30D | +17.2% | -5.6% | +22.9% | +21.0% |
| 3M | -14.2% | -5.8% | -8.4% | -12.2% |
| 6M | +47.7% | -1.1% | +48.8% | +45.9% |
| YTD | +31.7% | +1.6% | +30.1% | +27.8% |
| 1Y | -22.2% | -2.7% | -19.5% | -23.0% |
| 3Y | +8.4% | +6.3% | +2.1% | +3.3% |
| 5Y | -68.3% | -19.3% | -49.0% | -64.8% |
| 10Y | -74.9% | +46.0% | -120.8% | -77.5% |
| All | -90.1% | +130.3% | -220.4% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling