-74.1%
MARA vs UL
+66.7%
-140.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.5% |
| 7D | +5.9% | -3.4% | +9.3% | +7.8% |
| 30D | +24.3% | +0.5% | +23.8% | +23.7% |
| 3M | -12.0% | +7.2% | -19.2% | -16.4% |
| 6M | +40.1% | -3.1% | +43.2% | +39.7% |
| YTD | +33.4% | -2.7% | +36.1% | +32.0% |
| 1Y | -23.7% | -10.2% | -13.5% | -21.6% |
| 3Y | +19.0% | +20.3% | -1.3% | -2.2% |
| 5Y | -66.5% | +19.9% | -86.4% | -72.7% |
| All | -74.1% | +66.7% | -140.8% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling