+19.0%
MARA vs ULTA
+31.2%
-12.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +3.9% |
| 7D | +5.9% | -3.1% | +9.0% | +7.3% |
| 30D | +24.3% | +2.8% | +21.5% | +22.4% |
| 3M | -12.0% | +14.8% | -26.7% | -18.0% |
| 6M | +40.1% | -16.2% | +56.3% | +49.6% |
| YTD | +33.4% | -9.6% | +43.0% | +36.4% |
| 1Y | -23.7% | +4.8% | -28.5% | -29.0% |
| 3Y | +19.0% | +30.7% | -11.7% | -25.4% |
| All | +19.0% | +31.2% | -12.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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