-90.5%
MARA vs UL
+170.4%
-260.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +6.0% | -1.3% | +7.3% | +6.8% |
| 30D | +0.6% | +0.5% | +0.1% | +0.1% |
| 3M | -18.5% | +17.6% | -36.1% | -28.0% |
| 6M | +21.7% | -5.4% | +27.1% | +23.4% |
| YTD | +25.9% | +0.7% | +25.2% | +21.6% |
| 1Y | -25.1% | -9.3% | -15.9% | -23.3% |
| 3Y | -5.7% | +24.5% | -30.3% | -25.7% |
| 5Y | -73.9% | +23.2% | -97.2% | -79.5% |
| 10Y | -75.6% | +64.5% | -140.1% | -85.3% |
| All | -90.5% | +170.4% | -260.9% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling