+13.5%
MARA vs UL
+19.9%
-6.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.2% |
| 7D | -1.5% | -4.1% | +2.6% | -1.7% |
| 30D | +18.1% | -1.2% | +19.3% | +18.0% |
| 3M | -9.4% | +6.0% | -15.4% | -9.6% |
| 6M | +33.4% | -5.5% | +38.8% | +35.0% |
| YTD | +27.3% | -3.3% | +30.6% | +28.4% |
| 1Y | -27.9% | -9.8% | -18.1% | -26.2% |
| All | +13.5% | +19.9% | -6.4% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling