-23.7%
MARA vs UMAC
+129.0%
-152.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.5% | +7.3% | +5.4% |
| 7D | +5.9% | -3.4% | +9.3% | +6.7% |
| 30D | +24.3% | -15.1% | +39.4% | +26.4% |
| 3M | -12.0% | -10.8% | -1.2% | -13.8% |
| 6M | +40.1% | +15.7% | +24.4% | +15.9% |
| YTD | +33.4% | +80.1% | -46.7% | -11.5% |
| 1Y | -23.7% | +116.7% | -140.5% | -51.0% |
| All | -23.7% | +129.0% | -152.8% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling