-25.1%
MARA vs UMC
+209.4%
-234.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.6% | -7.1% | -4.1% |
| 7D | +6.0% | +5.0% | +1.0% | +4.0% |
| 30D | +0.6% | +7.7% | -7.0% | -2.3% |
| 3M | -18.5% | +1.7% | -20.2% | -20.7% |
| 6M | +21.7% | +113.9% | -92.2% | -2.3% |
| YTD | +25.9% | +168.9% | -143.0% | -8.0% |
| 1Y | -25.1% | +207.2% | -232.3% | -47.9% |
| All | -25.1% | +209.4% | -234.6% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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