-59.5%
MARA vs UMAC
+508.0%
-567.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.2% | +1.6% |
| 7D | +13.8% | +3.3% | +10.6% | +13.4% |
| 30D | +24.7% | -10.4% | +35.1% | +25.2% |
| 3M | -10.4% | +1.8% | -12.2% | -12.3% |
| 6M | +37.6% | +40.7% | -3.1% | +24.7% |
| YTD | +32.7% | +90.9% | -58.2% | +15.5% |
| 1Y | -25.2% | +151.8% | -176.9% | -37.0% |
| All | -59.5% | +508.0% | -567.5% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling