-59.3%
MARA vs UMAC
+473.8%
-533.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.5% | +7.3% | +5.1% |
| 7D | +5.9% | -3.4% | +9.3% | +6.3% |
| 30D | +24.3% | -15.1% | +39.4% | +25.6% |
| 3M | -12.0% | -10.8% | -1.2% | -12.4% |
| 6M | +40.1% | +15.7% | +24.4% | +30.1% |
| YTD | +33.4% | +80.1% | -46.7% | +16.9% |
| 1Y | -23.7% | +116.7% | -140.5% | -34.8% |
| All | -59.3% | +473.8% | -533.0% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling